RESQ DYNAMIC Value At Risk
| RQEIX Fund | | | USD 11.34 0.06 0.53% |
The Value At Risk indicator for Resq Dynamic Allocation is derived from observed market data. The calculation draws on time-series market data across available periods. Review
Your Equity Center to understand diversified portfolio construction. The dataset reflects available inputs without directional implication. Resq Dynamic Allocation can be evaluated within a portfolio framework for weight and risk impact. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Resq Dynamic Allocation's mutual fund valuation — related indicators include
signals in gross domestic product.
Resq Dynamic Allocation has current Value At Risk of
-0.60. 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)) |
| = | -0.60 | |
| ER[a] | = | Expected return on investing in RESQ DYNAMIC |
| STD | = | Standard Deviation of RESQ DYNAMIC |
| 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
Resq Dynamic Allocation 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 RESQ DYNAMIC to Peers
Other Technical Indicators