FRANKLIN FEDERAL Value At Risk
| FTFZX Fund | | | USD 10.42 -0.01 -0.1% |
The Value At Risk signal for Franklin Federal Limited Term reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals. Availability can differ across markets, exchanges, and instruments. Comparable indicator datasets are structured within
Equity Screeners. Portfolio design and allocation context appear in
Investing Opportunities. Portfolio-level transparency adds depth to allocation analysis. Position sizing and allocation together define the portfolio construction approach. This includes a position in Franklin Federal Limited Term. The allocation reflects this within the position set. Each holding is sized according to the methodology applied to the portfolio. 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 nation.
Franklin Federal Limited Term has current Value At Risk of
-0.1. 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)) |
| = | -0.1 | |
| ER[a] | = | Expected return on investing in FRANKLIN FEDERAL |
| STD | = | Standard Deviation of FRANKLIN FEDERAL |
| 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
Franklin Federal Limited Term is rated
second 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 FRANKLIN FEDERAL to Peers
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