PRO-BLEND(R) EXTENDED Value At Risk
| MNBAX Fund | | | USD 18.14 -0.24 -1.31% |
Technical inputs supporting the Value At Risk indicator for Pro Blend Extended Term are shown here. Values are derived from historical price and volume observations. Review
Correlation Analysis for context on portfolio diversification. Allocation structure reflects how positions are distributed across the portfolio. Pro Blend Extended Term can be included in a portfolio to evaluate diversification impact. The sizing of each position reflects the chosen allocation strategy. Broader economic conditions can influence Pro Blend Extended Term's mutual fund valuation — related indicators include
signals in nation.
Pro Blend Extended Term has current Value At Risk of
-1.17. 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)) |
| = | -1.17 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Pro Blend Extended Term is rated
third 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 PRO-BLEND(R) EXTENDED to Peers
Other Technical Indicators