LEUTHOLD CORE Value At Risk
| LCORX Fund | | | USD 22.57 0.12 0.53% |
Observed values used in the Value At Risk indicator for Leuthold E Investment are included in this dataset. Data coverage may vary across sources and reporting intervals.
Correlation Analysis provides context for diversified portfolio design. This view summarizes available data without implying outcomes. Monitoring Leuthold E Investment within a portfolio highlights how it interacts with other holdings. The relative size of each holding follows the selected allocation framework. Broader economic conditions can influence Leuthold E Investment's mutual fund valuation — related indicators include
signals in real.
Leuthold E Investment has current Value At Risk of
-1.23. 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)) |
| = | -1.23 | |
| ER[a] | = | Expected return on investing in LEUTHOLD CORE |
| STD | = | Standard Deviation of LEUTHOLD CORE |
| 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
Leuthold E Investment 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 LEUTHOLD CORE to Peers
Other Technical Indicators