PGIM Global Value At Risk
| GHY Fund | | | USD 11.70 0.11 0.95% |
This dataset for PGIM Global High reflects inputs used in the Value At Risk calculation. Data coverage may vary across sources and reporting intervals. PGIM Global has a market cap of 523.83 M. For allocation context, review
Risk vs Return Analysis. PGIM Global High can be tracked within a custom portfolio for ongoing monitoring. Allocation tools help determine appropriate position sizing. Broader economic conditions can influence PGIM Global High's fund valuation — related indicators include
signals in rate.
PGIM Global High has current Value At Risk of
-1.13. 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)) |
| = | -1.13 | |
| ER[a] | = | Expected return on investing in PGIM Global |
| STD | = | Standard Deviation of PGIM 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
PGIM Global High is rated
fifth 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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