Smallcap World Value At Risk
| SCWFX Fund | | | USD 71.16 1.53 2.20% |
The Value At Risk indicator for Smallcap World Fund is derived from observed market data. For broader technical screening across instruments, see
Equity Screeners. Review
World Market Map for context on portfolio diversification. The dataset reflects available inputs without directional implication. Monitoring Smallcap World Fund within a portfolio highlights how it interacts with other holdings. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence Smallcap World Fund's mutual fund valuation — related indicators include
signals in price.
Smallcap World Fund has current Value At Risk of
-2.09. 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)) |
| = | -2.09 | |
| ER[a] | = | Expected return on investing in Smallcap World |
| STD | = | Standard Deviation of Smallcap World |
| 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
Smallcap World Fund 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 Smallcap World to Peers
Other Technical Indicators