Fidelity SAI Value At Risk
| FESIX Fund | | | USD 5.23 -0.04 -0.76% |
The Value At Risk technical lookup provides context for Fidelity Sai Real and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Investing Opportunities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Fidelity Sai Real within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Fidelity Sai Real has current Value At Risk of
-1.13. 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)) |
| = | -1.13 | |
| ER[a] | = | Expected return on investing in Fidelity SAI |
| STD | = | Standard Deviation of Fidelity SAI |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Fidelity SAI Value At Risk Peers Comparison
Fidelity Value At Risk Relative To Other Indicators
Fidelity Sai Real ranks first 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.
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