CATALYST/SMH HIGH Value At Risk
| HIICX Fund | | | USD 3.94 -0.02 -0.51% |
This module presents the Value At Risk indicator for Catalystsmh High Income using available market inputs. The underlying data comes from exchange-reported trading records. Coverage differences may occur across instruments and market segments. This dataset is part of a broader indicator framework including
Equity Screeners.
Risk vs Return Analysis provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. The portfolio structure determines how individual positions contribute to the whole. This includes a position in Catalystsmh High Income. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. 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 median.
Catalystsmh High Income has current Value At Risk of
-0.74. 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)) |
| = | -0.74 | |
| ER[a] | = | Expected return on investing in CATALYST/SMH HIGH |
| STD | = | Standard Deviation of CATALYST/SMH 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
Catalystsmh High Income is rated
fifth in value at risk among similar funds. It is rated
below average 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 CATALYST/SMH HIGH to Peers
Other Technical Indicators