AMERICAN FUNDS Value At Risk
| RFGTX Fund | | | USD 22.43 -0.37 -1.62% |
The Value At Risk calculation for AMERICAN FUNDS draws on price and volume history. Each data point is derived from standardized price and volume feeds. The depth of trading history affects the precision of the indicator. Review
Your Equity Center for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. Allocation structure reflects how positions are distributed across the portfolio. The content reflects structured data inputs rather than subjective analysis. This reflects a position in American Funds 2040. This is situated within the portfolio mix. 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 population.
American Funds 2040 has current Value At Risk of
-1.47. 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)) |
| = | -1.47 | |
| ER[a] | = | Expected return on investing in AMERICAN FUNDS |
| STD | = | Standard Deviation of AMERICAN FUNDS |
| 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
American Funds 2040 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 AMERICAN FUNDS to Peers
Other Technical Indicators