American Funds Value At Risk
| RFVTX Fund | | | USD 19.41 -0.36 -1.82% |
Observed values used in the Value At Risk indicator for American Funds 2065 are included in this dataset. Data coverage may vary across sources and reporting intervals. Diversification context is available through
Your Equity Center. Diversification context is built from the relationships between portfolio holdings. A position in American Funds 2065 appears within the mix. The allocation reflects this within the position set. 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 2065 has current Value At Risk of
-1.68. 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)) |
| = | -1.68 | |
| 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 2065 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