REAL ESTATE Value At Risk
| PFRSX Fund | | | USD 28.25 -0.92 -3.15% |
The Value At Risk calculation for REAL ESTATE draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Data availability for the calculation period determines indicator completeness. Additional screening context is available through
Equity Screeners. 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. The dataset is presented as structured reference material for independent review. The portfolio reflects a holding in Real Estate Securities. The weighting is visible within the allocation breakdown. The relative size of each holding follows the allocation framework. The content reflects structured data inputs rather than subjective analysis. 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 real.
Real Estate Securities has current Value At Risk of
-1.78. 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)) |
| = | -1.78 | |
| ER[a] | = | Expected return on investing in REAL ESTATE |
| STD | = | Standard Deviation of REAL ESTATE |
| 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
Real Estate Securities 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 REAL ESTATE to Peers
Other Technical Indicators