STERLING CAPITAL Value At Risk
| SBIAXDelisted Fund | | | USD 8.89 0.00 0.00% |
The Value At Risk indicator for STERLING CAPITAL is constructed from normalized market data. Some instruments may report limited inputs depending on trading history.
World Market Map provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. Broader economic conditions can influence Sterling Capital Behavioral's mutual fund valuation — related indicators include
signals in nation.
Sterling Capital Behavioral has current Value At Risk of
-1.63. 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)) |
| = | -1.63 | |
| ER[a] | = | Expected return on investing in STERLING CAPITAL |
| STD | = | Standard Deviation of STERLING CAPITAL |
| 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
Sterling Capital Behavioral 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.
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