Retailing Fund Value At Risk
| RYRIX Fund | | | USD 55.16 0.95 1.75% |
The Value At Risk reading for Retailing Fund Investor is computed from historical trading observations. Each data point is derived from standardized price and volume feeds. Diversification context is available through
Your Equity Center. Allocation context can improve visibility into portfolio balance. Retailing Fund Investor can be evaluated within a portfolio framework for weight and risk impact. This enables performance tracking across the full position set. Broader economic conditions can influence Retailing Fund Investor's mutual fund valuation — related indicators include
signals in gross domestic product.
Retailing Fund Investor has current Value At Risk of
-1.82. 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)) |
| = | -1.82 | |
| ER[a] | = | Expected return on investing in Retailing Fund |
| STD | = | Standard Deviation of Retailing Fund |
| 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
Retailing Fund Investor is rated
fifth 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 Retailing Fund to Peers
Other Technical Indicators