Quantitative Value At Risk
| GTLSX Fund | | | USD 13.48 0.08 0.60% |
The Value At Risk signal for Quantitative Longshort Equity reflects patterns observed in trading data. The
Equity Screeners module supports multi-indicator technical analysis.
Risk vs Return Analysis provides context for diversified portfolio design. All values are based on available data and provided as reference information. Including Quantitative Longshort Equity in a portfolio enables allocation and risk analysis. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence Quantitative Longshort Equity's mutual fund valuation — related indicators include
signals in main economic indicators.
Quantitative Longshort Equity has current Value At Risk of
-0.75. 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)) |
| = | -0.75 | |
| ER[a] | = | Expected return on investing in Quantitative |
| STD | = | Standard Deviation of Quantitative |
| 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
Quantitative Longshort Equity 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.
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