GUIDEPATH(R) CONSERVATIVE Value At Risk
| GPTCX Fund | | | USD 11.86 -0.14 -1.17% |
This module presents the Value At Risk indicator for Guidepath Servative Allocation using available market inputs. Coverage differences may occur across instruments and market segments. Review
Risk vs Return Analysis to understand diversified portfolio construction. Diversified allocation aims to distribute exposure across multiple positions. This includes a position in Guidepath Servative Allocation. The allocation reflects this within the position set. 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 discontinued.
Guidepath Servative Allocation has current Value At Risk of
-0.90. 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)) |
| = | -0.90 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Guidepath Servative Allocation is rated
fourth 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 GUIDEPATH(R) CONSERVATIVE to Peers
Other Technical Indicators