Collaborative Investment Value At Risk
| MFUL Etf | | | USD 21.70 -0.02 -0.09% |
Reference data associated with the Value At Risk technical indicator for Collaborative Investment Series. Indicator inputs depend on available historical price observations.
Collaborative Investment Series has current Value At Risk of
-0.46. 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)) |
| = | -0.46 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Collaborative Investment Series sits atop the peer group for value at risk within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group .
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 Collaborative Investment to Peers
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