HOOD RIVER Value At Risk
| HRSRX Fund | | | USD 93.00 0.48 0.52% |
The Value At Risk reading for Hood River Small Cap is computed from historical trading observations. Normalization methods and data feeds may affect reported values.
Risk vs Return Analysis frames the approach to diversified portfolio design. Refined allocation visibility enhances overall portfolio context. Hood River Small Cap can be included in a portfolio to evaluate diversification impact. This information is provided for contextual purposes. Broader economic conditions can influence Hood River Small Cap's mutual fund valuation — related indicators include
signals in real.
Hood River Small Cap has current Value At Risk of
-3.10. 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)) |
| = | -3.10 | |
| ER[a] | = | Expected return on investing in HOOD RIVER |
| STD | = | Standard Deviation of HOOD RIVER |
| 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
Hood River Small Cap 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 HOOD RIVER to Peers
Other Technical Indicators