PERKINS SMALL Value At Risk
| JDSNX Fund | | | USD 24.12 0.24 1.01% |
This dataset for Perkins Small Cap reflects inputs used in the Value At Risk calculation. This dataset is part of a broader indicator framework including
Equity Screeners.
Risk vs Return Analysis provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. Including Perkins Small Cap in a portfolio enables allocation and risk analysis. The sizing of each position reflects the chosen allocation strategy. Broader economic conditions can influence Perkins Small Cap's mutual fund valuation — related indicators include
signals in inflation.
Perkins Small Cap has current Value At Risk of
-1.73. 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)) |
| = | -1.73 | |
| ER[a] | = | Expected return on investing in PERKINS SMALL |
| STD | = | Standard Deviation of PERKINS SMALL |
| 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
Perkins 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 PERKINS SMALL to Peers
Other Technical Indicators