ICON NATURAL Value At Risk
| ICBMX Fund | | | USD 20.28 0.39 1.96% |
Observed values used in the Value At Risk indicator for Icon Natural Resources are included in this dataset. Market data gaps can influence the computed indicator values.
Risk vs Return Analysis frames the approach to diversified portfolio design. The portfolio structure determines how individual positions contribute to the whole. Adding Icon Natural Resources to a portfolio enables side-by-side comparison with other holdings. This view summarizes available data without implying outcomes. Broader economic conditions can influence Icon Natural Resources's mutual fund valuation — related indicators include
signals in state.
Icon Natural Resources has current Value At Risk of
-2.10. 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)) |
| = | -2.10 | |
| ER[a] | = | Expected return on investing in ICON NATURAL |
| STD | = | Standard Deviation of ICON NATURAL |
| 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
Icon Natural Resources 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.
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Other Technical Indicators