Victory High Value At Risk
| GUHYX Fund | | | USD 5.44 0.02 0.37% |
This dataset for Victory High Yield reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals. Review
Risk vs Return Analysis for context on portfolio diversification. Portfolio construction reflects how positions are combined across holdings. Adding Victory High Yield to a portfolio enables side-by-side comparison with other holdings. This enables performance tracking across the full position set. Broader economic conditions can influence Victory High Yield's mutual fund valuation — related indicators include
signals in small area income & poverty estimates.
Victory High Yield has current Value At Risk of
-0.37. 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)) |
| = | -0.37 | |
| ER[a] | = | Expected return on investing in Victory High |
| STD | = | Standard Deviation of Victory High |
| 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 High Yield is rated
below average 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 High to Peers
Other Technical Indicators