Floating Rate Value At Risk
| LRRKX Fund | | | USD 7.92 -0.01 -0.13% |
The Value At Risk technical lookup provides context for Floating Rate Fund and related instruments. Some instruments may have limited coverage due to data differences;
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Correlation Analysis provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. This reflects a position in Floating Rate Fund across the allocation. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
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Floating Rate Fund has current Value At Risk of
-0.25. 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)) |
| = | -0.25 | |
| ER[a] | = | Expected return on investing in Floating Rate |
| STD | = | Standard Deviation of Floating Rate |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Floating Rate Value At Risk Peers Comparison
Floating Value At Risk Relative To Other Indicators
Floating Rate Fund is currently recognized as the top-ranked mutual fund 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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