IVY ADVANTUS Value At Risk
| IREIX Fund | | | USD 13.43 -0.56 -4.00% |
Technical inputs supporting the Value At Risk indicator for Ivy Advantus Real are shown here. The information is based on observed market data across timeframes. Use
Risk vs Return Analysis to explore diversified allocation structure. Understanding allocation structure supports portfolio context. This reflects a position in Ivy Advantus Real. It is distributed across the allocation. 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 gross domestic product.
Ivy Advantus Real has current Value At Risk of
-1.33. 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)) |
| = | -1.33 | |
| ER[a] | = | Expected return on investing in IVY ADVANTUS |
| STD | = | Standard Deviation of IVY ADVANTUS |
| 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
Ivy Advantus Real is rated
third 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 IVY ADVANTUS to Peers
Other Technical Indicators