Kinetics Market Value At Risk
| KMKNX Fund | | | USD 95.33 1.21 1.29% |
The Value At Risk indicator for Kinetics Market is constructed from normalized market data. All inputs reflect available trading data across supported markets. Use
Correlation Analysis to better understand diversified portfolio construction. All metrics are derived from available inputs and shown for reference. Kinetics Market Opportunities can be tracked within a custom portfolio for ongoing monitoring. Allocation tools help determine appropriate position sizing. Broader economic conditions can influence Kinetics Market Opportunities's mutual fund valuation — related indicators include
signals in inflation.
Kinetics Market Opportunities has current Value At Risk of
-2.07. 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)) |
| = | -2.07 | |
| ER[a] | = | Expected return on investing in Kinetics Market |
| STD | = | Standard Deviation of Kinetics Market |
| 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
Kinetics Market Opportunities 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.
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