AMCAP FUND Value At Risk
| RAFFX Fund | | | USD 43.70 -0.41 -0.93% |
Historical market data for Amcap Fund Class forms the basis of the Value At Risk indicator shown here. Market data gaps can influence the computed indicator values. Diversification context is available through
Your Equity Center. The information is presented without directional commentary. Including Amcap Fund Class in a portfolio enables allocation and risk analysis. Rebalancing tools flag when weights drift from target allocations. Broader economic conditions can influence Amcap Fund Class's mutual fund valuation — related indicators include
signals in price.
Amcap Fund Class has current Value At Risk of
-1.79. 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)) |
| = | -1.79 | |
| ER[a] | = | Expected return on investing in AMCAP FUND |
| STD | = | Standard Deviation of AMCAP FUND |
| 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
Amcap Fund Class 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 AMCAP FUND to Peers
Other Technical Indicators