PRO-BLEND(R) MODERATE Value At Risk
| EXBAX Fund | | | USD 13.95 -0.07 -0.50% |
Observed values used in the Value At Risk indicator for Pro Blend Moderate Term are included in this dataset. Market data gaps can influence the computed indicator values. Use
Investing Opportunities to better understand diversified portfolio construction. This information is provided for contextual purposes. Adding Pro Blend Moderate Term to a portfolio enables side-by-side comparison with other holdings. Risk and return metrics update as positions are added or adjusted. Broader economic conditions can influence Pro Blend Moderate Term's mutual fund valuation — related indicators include
signals in nation.
Pro Blend Moderate Term has current Value At Risk of
-0.95. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -0.95 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Pro Blend Moderate Term is rated
third in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare PRO-BLEND(R) MODERATE to Peers
Other Technical Indicators