Invesco Global Value At Risk
| GGHSX Fund | | | USD 37.65 0.13 0.35% |
The Value At Risk reading for Invesco Global Health is computed from historical trading observations. Values reflect historical observations within the available dataset. Use
Risk vs Return Analysis to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Invesco Global Health can be added to a watchlist or portfolio for position tracking. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence Invesco Global Health's mutual fund valuation — related indicators include
signals in main economic indicators.
Invesco Global Health has current Value At Risk of
-1.60. 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)) |
| = | -1.60 | |
| ER[a] | = | Expected return on investing in Invesco Global |
| STD | = | Standard Deviation of Invesco Global |
| 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
Invesco Global Health is rated
below average 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 Invesco Global to Peers
Other Technical Indicators