BlackRock MuniHoldings Value At Risk
| MUJ Fund | | | USD 12.31 -0.05 -0.40% |
Reference data associated with the Value At Risk technical indicator for BlackRock Muniholdings New. Coverage may vary depending on data feeds and normalization methods.
BlackRock Muniholdings New has current Value At Risk of
-0.73. 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)) |
| = | -0.73 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
BlackRock Muniholdings New is positioned
fourth relative to peers in the value at risk category among funds. It is currently under evaluation in the maximum drawdown category among 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 BlackRock MuniHoldings to Peers
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