JOHCM EMERGING Value At Risk
| JOEAX Fund | | | USD 15.36 0.32 2.13% |
This module presents the Value At Risk indicator for Johcm Emerging Markets using available market inputs. The indicator computation uses normalized market activity data. Diversification context is available through
Risk vs Return Analysis. Diversified allocation aims to distribute exposure across multiple positions. Johcm Emerging Markets can be evaluated within a portfolio framework for weight and risk impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence Johcm Emerging Markets's mutual fund valuation — related indicators include
signals in nation.
Johcm Emerging Markets has current Value At Risk of
-1.81. 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)) |
| = | -1.81 | |
| ER[a] | = | Expected return on investing in JOHCM EMERGING |
| STD | = | Standard Deviation of JOHCM EMERGING |
| 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
Johcm Emerging Markets 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 JOHCM EMERGING to Peers
Other Technical Indicators