MARSHFIELD CONCENTRATED Value At Risk
| MRFOX Fund | | | USD 33.08 -0.09 -0.27% |
Technical inputs supporting the Value At Risk indicator for Marshfield Centrated Opportunity are shown here. The information is based on observed market data across timeframes. Diversification context is available through
Correlation Analysis. Allocation context can improve visibility into portfolio balance. Diversification context is built from the relationships between portfolio holdings. The information is presented without directional commentary. The holding in Marshfield Centrated Opportunity represents an allocation. It is represented within the portfolio holdings. 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 metropolitan statistical area.
Marshfield Centrated Opportunity has current Value At Risk of
-1.03. 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)) |
| = | -1.03 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Marshfield Centrated Opportunity ranks first 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 MARSHFIELD CONCENTRATED to Peers
Other Technical Indicators