Small Pany Value At Risk
| MSSGX Fund | | | USD 14.03 -0.30 -2.09% |
Historical market data for Small Pany Growth forms the basis of the Value At Risk indicator shown here. The indicator computation uses normalized market activity data. Use
Correlation Analysis to explore diversified allocation structure. This view summarizes available data without implying outcomes. Portfolio tools allow users to monitor Small Pany Growth alongside other positions. Correlation data between positions helps assess portfolio-level risk. Broader economic conditions can influence Small Pany Growth's mutual fund valuation — related indicators include
signals in census.
Small Pany Growth has current Value At Risk of
-2.98. 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)) |
| = | -2.98 | |
| ER[a] | = | Expected return on investing in Small Pany |
| STD | = | Standard Deviation of Small Pany |
| 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
Small Pany Growth 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 Small Pany to Peers
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