Technology Fund Value At Risk
| RYTIX Fund | | | USD 249.17 4.02 1.64% |
The Value At Risk profile for Technology Fund Investor is based on historical price and volume observations. Related screening structures are referenced through
Equity Screeners.
Your Equity Center provides context for diversified portfolio construction. All values are based on available data and provided as reference information. Technology Fund Investor can be included in a portfolio to evaluate diversification impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence Technology Fund Investor's mutual fund valuation — related indicators include various price indices.
Technology Fund Investor has current Value At Risk of
-2.45. 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)) |
| = | -2.45 | |
| ER[a] | = | Expected return on investing in Technology Fund |
| STD | = | Standard Deviation of Technology 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
Technology Fund Investor 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 Technology Fund to Peers
Other Technical Indicators