VICTORY RS Value At Risk
| RCEYX Fund | | | USD 58.65 -0.47 -0.79% |
Observed values used in the Value At Risk indicator for Victory Rs Large are included in this dataset. The underlying data comes from exchange-reported trading records. Use
Your Equity Center to explore diversified allocation structure. Understanding allocation structure supports portfolio context. The overall portfolio profile is shaped by the distribution of its holdings. The holding in Victory Rs Large represents an allocation. It is represented within the portfolio holdings. 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 private.
Victory Rs Large has current Value At Risk of
-1.29. 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)) |
| = | -1.29 | |
| ER[a] | = | Expected return on investing in VICTORY RS |
| STD | = | Standard Deviation of VICTORY RS |
| 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
Victory Rs Large 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 VICTORY RS to Peers
Other Technical Indicators