INTERMEDIATE BOND Value At Risk
| IBFFX Fund | | | USD 12.58 -0.05 -0.40% |
Observed values used in the Value At Risk indicator for Intermediate Bond Fund are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. For broader technical screening across instruments, see
Equity Screeners.
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 Intermediate Bond Fund. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. 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 price.
Intermediate Bond Fund has current Value At Risk of
-0.24. 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)) |
| = | -0.24 | |
| ER[a] | = | Expected return on investing in INTERMEDIATE BOND |
| STD | = | Standard Deviation of INTERMEDIATE BOND |
| 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
Intermediate Bond Fund ranks first 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 INTERMEDIATE BOND to Peers
Other Technical Indicators