GUGGENHEIM FLOATING Value At Risk
| GIFIX Fund | | | USD 23.00 -0.01 -0.04% |
Observed values used in the Value At Risk indicator for Guggenheim Floating Rate are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. For broader technical screening across instruments, see
Equity Screeners. Portfolio design and allocation context appear in
Risk vs Return Analysis. Portfolio-level transparency adds depth to allocation analysis. Position sizing and allocation together define the portfolio construction approach. Reported data is organized for reference and is not a recommendation. A position in Guggenheim Floating Rate is indicated here. It is reflected in the overall portfolio structure. Position weights are derived from the portfolio construction methodology. 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 gross domestic product.
Guggenheim Floating Rate has current Value At Risk of
-0.17. 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)) |
| = | -0.17 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Guggenheim Floating Rate ranks first 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 GUGGENHEIM FLOATING to Peers
Other Technical Indicators