HARBOR DIVERSIFIED Value At Risk
| HNIDX Fund | | | USD 14.25 -0.38 -2.60% |
The Value At Risk indicator for HARBOR DIVERSIFIED is constructed from normalized market data. Values reflect historical observations within the available dataset.
Risk vs Return Analysis provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. Diversification analysis considers the interaction of positions within a portfolio. This suggests a position in Harbor Diversified International. The position sits inside the allocation mix. Position sizing reflects the allocation methodology applied to the portfolio. 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.
Harbor Diversified International has current Value At Risk of
-1.82. 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)) |
| = | -1.82 | |
| ER[a] | = | Expected return on investing in HARBOR DIVERSIFIED |
| STD | = | Standard Deviation of HARBOR DIVERSIFIED |
| 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
Harbor Diversified International 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 HARBOR DIVERSIFIED to Peers
Other Technical Indicators