Fuller Thaler Value At Risk
| FTVAX Fund | | | USD 33.61 -0.33 -0.97% |
Fuller Thaler value at risk lookup summarizes this and related technical indicators for Fuller Thaler Behavioral. Coverage varies by data normalization and availability; see
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Fuller Thaler Behavioral has current Value At Risk of
-1.65. 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)) |
| = | -1.65 | |
| ER[a] | = | Expected return on investing in Fuller Thaler |
| STD | = | Standard Deviation of Fuller Thaler |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Fuller Thaler Value At Risk Peers Comparison
Fuller Value At Risk Relative To Other Indicators
Fuller Thaler Behavioral currently holds the
# 3 position 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.
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