Lord Abbett Value At Risk
| LCFSX Fund | | | USD 17.62 -0.30 -1.67% |
The Value At Risk lookup presents technical context for Lord Abbett Vertible and related instruments. Coverage varies by data normalization and availability; see
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Correlation Analysis provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in Lord Abbett Vertible within the portfolio mix. 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 main economic indicators.
Lord Abbett Vertible has current Value At Risk of
-1.80. 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)) |
| = | -1.80 | |
| ER[a] | = | Expected return on investing in Lord Abbett |
| STD | = | Standard Deviation of Lord Abbett |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Lord Abbett Value At Risk Peers Comparison
Lord Value At Risk Relative To Other Indicators
Lord Abbett Vertible 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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