Putnam Diversified Value At Risk
| PDINX Fund | | | USD 5.02 -0.01 -0.20% |
This dataset for Putnam Diversified Income reflects inputs used in the Value At Risk calculation. Values are derived from historical price and volume observations. Data coverage may vary across sources and reporting intervals. For portfolio construction context, review
Your Equity Center. Diversification context helps frame allocation across holdings. The construction of a diversified portfolio involves managing position exposure. All values are based on available data and provided as reference information. This includes a position in Putnam Diversified Income. The allocation reflects this within the position set. Each holding is sized according to the methodology applied to the portfolio. This overview is based on available data and does not express a directional view. 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 inflation.
Putnam Diversified Income has current Value At Risk of
-0.20. 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)) |
| = | -0.20 | |
| ER[a] | = | Expected return on investing in Putnam Diversified |
| STD | = | Standard Deviation of Putnam Diversified |
| 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
Putnam Diversified Income ranks first 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 Putnam Diversified to Peers
Other Technical Indicators