MASSMUTUAL PREMIER Value At Risk
| MCCRX Fund | | | USD 15.53 -0.37 -2.33% |
Technical inputs supporting the Value At Risk indicator for Massmutual Premier Small are shown here. The information is based on observed market data across timeframes. Coverage differences may occur across instruments and market segments. Portfolio design and allocation context appear in
Correlation Analysis. Portfolio-level transparency adds depth to allocation analysis. Position sizing and allocation together define the portfolio construction approach. This reflects a position in Massmutual Premier Small. It is distributed 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
signals in main economic indicators.
Massmutual Premier Small has current Value At Risk of
-1.95. 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)) |
| = | -1.95 | |
| ER[a] | = | Expected return on investing in MASSMUTUAL PREMIER |
| STD | = | Standard Deviation of MASSMUTUAL PREMIER |
| 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
Massmutual Premier Small 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.
Compare MASSMUTUAL PREMIER to Peers
Other Technical Indicators