AGGRESSIVE GROWTH Value At Risk
| PAGHX Fund | | | USD 129.69 -1.50 -1.14% |
This module presents the Value At Risk indicator for Aggressive Growth Portfolio using available market inputs. The indicator computation uses normalized market activity data. Portfolio design and allocation context appear in
Your Equity Center. The view supports a broader understanding of portfolio structure. Portfolio balance depends on how holdings are weighted relative to each other. No forward-looking guarantees are expressed or implied by this data. A position in Aggressive Growth Portfolio is indicated here. This is part of the broader portfolio composition. Position allocation is driven by the portfolio construction model. The dataset reflects available inputs without directional implication. 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 rate.
Aggressive Growth Portfolio has current Value At Risk of
-1.82. 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)) |
| = | -1.82 | |
| ER[a] | = | Expected return on investing in AGGRESSIVE GROWTH |
| STD | = | Standard Deviation of AGGRESSIVE GROWTH |
| 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
Aggressive Growth Portfolio 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 AGGRESSIVE GROWTH to Peers
Other Technical Indicators