KOPERNIK GLOBAL Value At Risk
| KGGAX Fund | | | USD 16.15 -0.19 -1.16% |
This dataset for Kopernik Global All Cap reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals. Data availability for the calculation period determines indicator completeness. Portfolio design and allocation context appear in
Correlation Analysis. Portfolio-level transparency adds depth to allocation analysis. Position sizing and allocation together define the portfolio construction approach. A position in Kopernik Global All Cap appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. This overview is based on available data and does not express a directional view. 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 nation.
Kopernik Global All Cap has current Value At Risk of
-1.77. 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)) |
| = | -1.77 | |
| ER[a] | = | Expected return on investing in KOPERNIK GLOBAL |
| STD | = | Standard Deviation of KOPERNIK GLOBAL |
| 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
Kopernik Global All Cap is rated
fourth 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 KOPERNIK GLOBAL to Peers
Other Technical Indicators