SPECTRUM INTERNATIONAL Value At Risk
| PSILX Fund | | | USD 16.99 -0.51 -2.91% |
Historical market data for Spectrum International Fund forms the basis of the Value At Risk indicator shown here. The calculation draws on time-series market data across available periods.
Your Equity Center provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. Portfolio balance depends on how holdings are weighted relative to each other. The portfolio reflects a holding in Spectrum International Fund. The position falls within the allocation view. The allocation approach determines the relative weighting of each position. This dataset reflects observed data and is not advisory in nature. 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 state.
Spectrum International Fund has current Value At Risk of
-1.71. 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)) |
| = | -1.71 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Spectrum International Fund 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 SPECTRUM INTERNATIONAL to Peers
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