Legg Mason Value At Risk
| LAIXX Fund | | | USD 1.00 0.00 0.00% |
The Value At Risk indicator for Legg Mason is constructed from normalized market data. All inputs reflect available trading data across supported markets. Some instruments may report limited inputs depending on trading history. 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. This reflects a position in Legg Mason Partners. It is distributed across the allocation. Also, note that the market value of any money market fund could be closely tied with the direction of predictive economic indicators such as
signals in services.
Legg Mason Partners has current Value At Risk of 0. 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 | |
| ER[a] | = | Expected return on investing in Legg Mason |
| STD | = | Standard Deviation of Legg Mason |
| 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
Legg Mason Partners ranks first 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 Legg Mason to Peers