First American Value At Risk
| FTKXX Fund | | | USD 1.00 0.00 0.00% |
This module presents the Value At Risk indicator for First American Funds using available market inputs. The indicator computation uses normalized market activity data. Exchange-specific data schedules may affect the recency of readings.
Investing Opportunities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. A position in First American Funds appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. Also, note that the market value of any money market fund could be closely tied with the direction of predictive economic indicators such as
signals in services.
For information on how to trade First Money Market Fund refer to our
How to Trade First Money Market Fund guide.
First American Funds has current Value At Risk of 0. 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 | |
| ER[a] | = | Expected return on investing in First American |
| STD | = | Standard Deviation of First American |
| 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
First American Funds 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 First American to Peers