Fidelity Sai Value At Risk
| FSAWX Fund | | | 10.87 -0.02 -0.18% |
This dataset for Fidelity Sai Convertible reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals. Data availability for the calculation period determines indicator completeness.
Investing Opportunities provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. Diversification analysis considers the interaction of positions within a portfolio. The dataset is presented as structured reference material for independent review. This suggests a position in Fidelity Sai Convertible. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. 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 manufacturing.
Fidelity Sai Convertible has current Value At Risk of
-0.18. 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)) |
| = | -0.18 | |
| 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 |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Fidelity Sai Convertible 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.
Compare Fidelity Sai to Peers
Other Technical Indicators