MULTIMANAGER LIFESTYLE Value At Risk
| JQLMX Fund | | | USD 12.50 -0.16 -1.26% |
The Value At Risk reading for Multimanager Lifestyle Moderate is computed from historical trading observations. Each data point is derived from standardized price and volume feeds. Indicator reliability depends on the continuity of available trading data. Portfolio design and allocation context appear in
Risk vs Return Analysis. Portfolio-level transparency adds depth to allocation analysis. Position sizing and allocation together define the portfolio construction approach. This includes a position in Multimanager Lifestyle Moderate. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. 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 state.
Multimanager Lifestyle Moderate has current Value At Risk of
-0.78. 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)) |
| = | -0.78 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Multimanager Lifestyle Moderate 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 MULTIMANAGER LIFESTYLE to Peers
Other Technical Indicators