VICTORY INCORE Value At Risk
| GGIFX Fund | | | USD 6.77 -0.01 -0.15% |
The Value At Risk indicator for VICTORY INCORE is constructed from normalized market data. All inputs reflect available trading data across supported markets. Portfolio design and allocation context appear in
Risk vs Return Analysis. The view supports a broader understanding of portfolio structure. The portfolio reflects a holding in Victory Incore Fund. The weighting is visible within the allocation breakdown. The relative size of each holding follows the allocation framework. All metrics are derived from available inputs and shown for reference. 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 price.
Victory Incore Fund has current Value At Risk of
-0.15. 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)) |
| = | -0.15 | |
| ER[a] | = | Expected return on investing in VICTORY INCORE |
| STD | = | Standard Deviation of VICTORY INCORE |
| 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
Victory Incore Fund 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 VICTORY INCORE to Peers
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