FEDERATED HIGH Value At Risk
| FHIIX Fund | | | USD 6.76 -0.03 -0.44% |
The Value At Risk indicator for Federated High Income is derived from observed market data. The calculation draws on time-series market data across available periods. Exchange-specific data schedules may affect the recency of readings. Review
Investing Opportunities to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Portfolio construction reflects how positions are combined across holdings. A position in Federated High Income is part of the allocation. This appears in the portfolio view. Portfolio construction methods define how positions are sized. This view summarizes available data without implying outcomes. 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.
Federated High Income has current Value At Risk of
-0.29. 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)) |
| = | -0.29 | |
| ER[a] | = | Expected return on investing in FEDERATED HIGH |
| STD | = | Standard Deviation of FEDERATED HIGH |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Federated High Income is rated
fifth 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 FEDERATED HIGH to Peers
Other Technical Indicators