LoCorr Strategic Value At Risk
| LSAAX Fund | | | 10.45 0.04 0.38% |
The Value At Risk reading for Locorr Strategic Allocation is computed from historical trading observations. Each data point is derived from standardized price and volume feeds.
Correlation Analysis provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. Adding Locorr Strategic Allocation to a portfolio enables side-by-side comparison with other holdings. Risk and return metrics update as positions are added or adjusted. Broader economic conditions can influence Locorr Strategic Allocation's mutual fund valuation — related indicators include
signals in nation.
Locorr Strategic Allocation has current Value At Risk of
-1.03. 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)) |
| = | -1.03 | |
| ER[a] | = | Expected return on investing in LoCorr Strategic |
| STD | = | Standard Deviation of LoCorr Strategic |
| 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
Locorr Strategic Allocation 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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