LORD ABBETT Value At Risk
| LIGFX Fund | | | USD 17.11 0.09 0.53% |
The Value At Risk calculation for LORD ABBETT draws on price and volume history. Additional screening context is available through
Equity Screeners.
Correlation Analysis provides context for diversified portfolio design. All figures are based on reported data and are informational in nature. Portfolio analysis tools can evaluate how Lord Abbett Diversified fits within a broader allocation. The dataset reflects available inputs without directional implication. Broader economic conditions can influence Lord Abbett Diversified's mutual fund valuation — related indicators include
signals in price.
Lord Abbett Diversified has current Value At Risk of
-0.85. 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)) |
| = | -0.85 | |
| 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 |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Lord Abbett Diversified 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 LORD ABBETT to Peers
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