BlackRock Value At Risk
| MDSKX Fund | | | USD 26.89 -0.46 -1.68% |
Historical market data for BlackRock Sm Cap forms the basis of the Value At Risk indicator shown here. Coverage may vary depending on data availability and normalization methods. Review
Correlation Analysis for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. BlackRock Sm Cap can be included in a portfolio to evaluate diversification impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence BlackRock Sm Cap's mutual fund valuation — related indicators include
signals in industry.
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How to Trade BlackRock Mutual Fund resource. This guide walks you through the practical steps for investing in BlackRock.
BlackRock Sm Cap has current Value At Risk of
-1.98. 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)) |
| = | -1.98 | |
| ER[a] | = | Expected return on investing in BlackRock |
| STD | = | Standard Deviation of BlackRock |
| 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
BlackRock Sm Cap 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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