MUHLENKAMP FUND Value At Risk
| MUHLX Fund | | | USD 77.15 -0.89 -1.14% |
The Value At Risk reading for Muhlenkamp Fund Institutional is computed from historical trading observations. Values reflect historical observations within the available dataset. Normalization methods and data feeds may affect reported values. Review
Correlation Analysis to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. This suggests a position in Muhlenkamp Fund Institutional. The position sits inside the allocation mix. Position sizing reflects the allocation methodology applied to the portfolio. 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 state.
Muhlenkamp Fund Institutional has current Value At Risk of
-1.90. 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)) |
| = | -1.90 | |
| ER[a] | = | Expected return on investing in MUHLENKAMP FUND |
| STD | = | Standard Deviation of MUHLENKAMP FUND |
| 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
Muhlenkamp Fund Institutional 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 MUHLENKAMP FUND to Peers
Other Technical Indicators