PERFORMANCE TRUST Value At Risk
| PTIMX Fund | | | USD 22.47 -0.11 -0.49% |
The Value At Risk indicator for Performance Trust Municipal is derived from observed market data. The calculation draws on time-series market data across available periods. Use
Your Equity Center to explore diversified allocation structure. The overall portfolio profile is shaped by the distribution of its holdings. Tracking Performance Trust Municipal in a portfolio provides context for performance attribution. The relative size of each holding follows the selected allocation framework. Broader economic conditions can influence Performance Trust Municipal's mutual fund valuation — related indicators include
signals in state.
Performance Trust Municipal has current Value At Risk of
-0.31. 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)) |
| = | -0.31 | |
| ER[a] | = | Expected return on investing in PERFORMANCE TRUST |
| STD | = | Standard Deviation of PERFORMANCE TRUST |
| 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
Performance Trust Municipal 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 PERFORMANCE TRUST to Peers
Other Technical Indicators