Martin Currie Value At Risk
| MCEIX Fund | | | USD 17.79 0.37 2.12% |
The Value At Risk indicator for Martin Currie is constructed from normalized market data. Related indicator context is organized within
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Correlation Analysis to better understand diversified portfolio construction. Allocation decisions are shaped by the composition and weighting of holdings. Adding Martin Currie Emerging to a portfolio enables side-by-side comparison with other holdings. This enables performance tracking across the full position set. Broader economic conditions can influence Martin Currie Emerging's mutual fund valuation — related indicators include
signals in gross domestic product.
Martin Currie Emerging has current Value At Risk of
-2.08. 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)) |
| = | -2.08 | |
| ER[a] | = | Expected return on investing in Martin Currie |
| STD | = | Standard Deviation of Martin Currie |
| 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
Martin Currie Emerging 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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