UTILITIES PORTFOLIO Value At Risk
| FSUTX Fund | | | USD 142.74 -0.75 -0.52% |
This dataset for Utilities Portfolio Utilities reflects inputs used in the Value At Risk calculation. Values are derived from historical price and volume observations. Data coverage may vary across sources and reporting intervals. This dataset is part of a broader indicator framework including
Equity Screeners. Diversification context is available through
Investing Opportunities. Diversification context helps frame allocation across holdings. This includes a position in Utilities Portfolio Utilities. The allocation reflects this within the position set. 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 real.
Utilities Portfolio Utilities has current Value At Risk of
-1.40. 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)) |
| = | -1.40 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Utilities Portfolio Utilities 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 UTILITIES PORTFOLIO to Peers
Other Technical Indicators