AMERICAN BALANCED Value At Risk
| RLBCX Fund | | | USD 36.94 0.16 0.44% |
The Value At Risk indicator for AMERICAN BALANCED is constructed from normalized market data. Values reflect historical observations within the available dataset.
Your Equity Center provides context for diversified portfolio construction. The dataset reflects available inputs without directional implication. Portfolio analysis tools can evaluate how American Balanced Fund fits within a broader allocation. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence American Balanced Fund's mutual fund valuation — related indicators include
signals in discontinued.
American Balanced Fund has current Value At Risk of
-1.30. 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)) |
| = | -1.30 | |
| ER[a] | = | Expected return on investing in AMERICAN BALANCED |
| STD | = | Standard Deviation of AMERICAN BALANCED |
| 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 Balanced Fund is rated
third 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 BALANCED to Peers
Other Technical Indicators