MFS MODERATE Value At Risk
| MAMAX Fund | | | USD 19.79 -0.03 -0.15% |
The Value At Risk calculation for MFS MODERATE draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Review
Correlation Analysis for context on portfolio diversification. The diversification view provides additional analytical depth. Portfolio construction reflects how positions are combined across holdings. The allocation includes a position in Mfs Moderate Allocation. It is distributed across the allocation. The weighting is determined by the allocation framework in use. 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 nation.
Mfs Moderate Allocation 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 MFS MODERATE |
| STD | = | Standard Deviation of MFS MODERATE |
| 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
Mfs Moderate Allocation is rated
third 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 MFS MODERATE to Peers
Other Technical Indicators