MAINSTAY EPOCH Value At Risk
| MECDX Fund | | | USD 15.18 0.07 0.46% |
The Value At Risk profile for Mainstay Epoch Capital is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Normalization methods and data feeds may affect reported values. Related screening structures are referenced through
Equity Screeners. Use
Correlation Analysis to better understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Allocation decisions are shaped by the composition and weighting of holdings. All values are based on available data and provided as reference information. A position in Mainstay Epoch Capital appears within the mix. The position is captured in the allocation summary. 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 discontinued.
Mainstay Epoch Capital has current Value At Risk of
-1.69. 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)) |
| = | -1.69 | |
| ER[a] | = | Expected return on investing in MAINSTAY EPOCH |
| STD | = | Standard Deviation of MAINSTAY EPOCH |
| 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
Mainstay Epoch Capital is rated
fifth 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 MAINSTAY EPOCH to Peers
Other Technical Indicators