RBC SHORT Value At Risk
| RSHFX Fund | | | USD 9.44 -0.01 -0.11% |
The Value At Risk indicator for RBC Short Duration is derived from observed market data. The dataset is based on observed market activity where data is available.
Your Equity Center frames the approach to diversified portfolio design. The view supports a broader understanding of portfolio structure. Allocation structure reflects how positions are distributed across the portfolio. This overview is based on available data and does not express a directional view. This suggests a position in RBC Short Duration. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. 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 price.
RBC Short Duration has current Value At Risk of
-0.32. 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)) |
| = | -0.32 | |
| ER[a] | = | Expected return on investing in RBC SHORT |
| STD | = | Standard Deviation of RBC SHORT |
| 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
RBC Short Duration ranks first 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 RBC SHORT to Peers
Other Technical Indicators