Alphacentric Hedged Value At Risk
| HMXAX Fund | | | USD 27.40 -0.35 -1.26% |
Technical inputs supporting the Value At Risk indicator for Alphacentric Hedged Market are shown here. Values are derived from historical price and volume observations. Availability can differ across markets, exchanges, and instruments. Diversification context is available through
Risk vs Return Analysis. Diversification context helps frame allocation across holdings. This includes a position in Alphacentric Hedged Market. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. All values are based on available data and provided as reference information. 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 nation.
Alphacentric Hedged Market has current Value At Risk of
-1.49. 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)) |
| = | -1.49 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Alphacentric Hedged Market 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 Alphacentric Hedged to Peers
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