GREAT-WEST REAL Value At Risk
| MXSFX Fund | | | USD 8.51 -0.28 -3.19% |
Historical market data for Great West Real Estate forms the basis of the Value At Risk indicator shown here. The calculation draws on time-series market data across available periods. Coverage may vary depending on data availability and normalization methods. Related indicator context is organized within
Equity Screeners.
Correlation Analysis frames the approach to diversified portfolio design. The view supports a broader understanding of portfolio structure. Allocation structure reflects how positions are distributed across the portfolio. This information is provided for contextual purposes. This reflects a position in Great West Real Estate. This is situated within the portfolio mix. 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 price.
Great West Real Estate has current Value At Risk of
-1.41. 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)) |
| = | -1.41 | |
| ER[a] | = | Expected return on investing in GREAT-WEST REAL |
| STD | = | Standard Deviation of GREAT-WEST REAL |
| 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
Great West Real Estate 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.
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