VICTORY INTEGRITY Value At Risk
| MMEYX Fund | | | USD 51.53 -1.04 -1.98% |
This dataset for Victory Integrity Discovery reflects inputs used in the Value At Risk calculation. Values are derived from historical price and volume observations. Data coverage may vary across sources and reporting intervals. This dataset is part of a broader indicator framework including
Equity Screeners. For portfolio construction context, review
Correlation Analysis. Diversification context helps frame allocation across holdings. The construction of a diversified portfolio involves managing position exposure. This dataset reflects observed data and is not advisory in nature. The holding in Victory Integrity Discovery represents an allocation. It is represented within the portfolio holdings. Position allocation is driven by the portfolio construction model. 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 private.
Victory Integrity Discovery 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 VICTORY INTEGRITY |
| STD | = | Standard Deviation of VICTORY INTEGRITY |
| 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
Victory Integrity Discovery 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 VICTORY INTEGRITY to Peers
Other Technical Indicators