PRUDENTIAL JENNISON Value At Risk
| PWJCX Fund | | | USD 28.33 0.99 3.62% |
Historical market data for Prudential Jennison International forms the basis of the Value At Risk indicator shown here. The calculation draws on time-series market data across available periods. Diversification context is available through
Your Equity Center. This information is provided for contextual purposes. Prudential Jennison International can be tracked within a custom portfolio for ongoing monitoring. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence Prudential Jennison International's mutual fund valuation — related indicators include
signals in discontinued.
Prudential Jennison International has current Value At Risk of
-2.37. 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)) |
| = | -2.37 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Prudential Jennison International is rated
fourth 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 PRUDENTIAL JENNISON to Peers
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