DEUTSCHE MULTI-ASSET Value At Risk
| PPLSX Fund | | | USD 7.73 0.07 0.91% |
This dataset for Deutsche Multi Asset Moderate reflects inputs used in the Value At Risk calculation. This dataset is part of a broader indicator framework including
Equity Screeners. Use
Your Equity Center to explore diversified allocation structure. The information is presented without directional commentary. Deutsche Multi Asset Moderate can be included in a portfolio to evaluate diversification impact. The sizing of each position reflects the chosen allocation strategy. Broader economic conditions can influence Deutsche Multi Asset Moderate's mutual fund valuation — related indicators include
signals in main economic indicators.
Deutsche Multi Asset Moderate has current Value At Risk of
-1.24. 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)) |
| = | -1.24 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Deutsche Multi Asset Moderate 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 DEUTSCHE MULTI-ASSET to Peers
Other Technical Indicators