PARNASSUS ENDEAVOR Value At Risk
| PFPWX Fund | | | USD 55.52 0.04 0.07% |
Observed values used in the Value At Risk indicator for Parnassus Endeavor Fund are included in this dataset. For broader technical screening across instruments, see
Equity Screeners. Portfolio design and allocation context appear in
Your Equity Center. All metrics are derived from available inputs and shown for reference. Monitoring Parnassus Endeavor Fund within a portfolio highlights how it interacts with other holdings. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence Parnassus Endeavor Fund's mutual fund valuation — related indicators include
signals in private.
Parnassus Endeavor Fund has current Value At Risk of
-1.40. 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)) |
| = | -1.40 | |
| ER[a] | = | Expected return on investing in PARNASSUS ENDEAVOR |
| STD | = | Standard Deviation of PARNASSUS ENDEAVOR |
| 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
Parnassus Endeavor Fund is rated
fifth 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 PARNASSUS ENDEAVOR to Peers
Other Technical Indicators