EQUITY INCOME Value At Risk
| PQIAX Fund | | | USD 41.38 0.17 0.41% |
Historical market data for Equity Income Fund forms the basis of the Value At Risk indicator shown here. The calculation draws on time-series market data across available periods. Use
Your Equity Center to better understand diversified portfolio construction. All values are presented as reference data. Tracking Equity Income Fund in a portfolio helps measure its contribution to overall performance. Allocation tools help determine appropriate position sizing. Broader economic conditions can influence Equity Income Fund's mutual fund valuation — related indicators include
signals in nation.
Equity Income Fund has current Value At Risk of
-1.26. 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)) |
| = | -1.26 | |
| ER[a] | = | Expected return on investing in EQUITY INCOME |
| STD | = | Standard Deviation of EQUITY INCOME |
| 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
Equity Income Fund is rated
second 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 EQUITY INCOME to Peers
Other Technical Indicators