SENTINEL BALANCED Value At Risk
| SEBLX Fund | | | USD 28.68 -0.30 -1.04% |
The Value At Risk calculation for SENTINEL BALANCED draws on price and volume history. Each data point is derived from standardized price and volume feeds. The depth of trading history affects the precision of the indicator.
World Market Map provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. This captures an allocation to Sentinel Balanced Fund. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. 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 board of governors.
Sentinel Balanced Fund has current Value At Risk of
-1.04. 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)) |
| = | -1.04 | |
| ER[a] | = | Expected return on investing in SENTINEL BALANCED |
| STD | = | Standard Deviation of SENTINEL BALANCED |
| 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
Sentinel Balanced Fund is rated
fourth 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 SENTINEL BALANCED to Peers
Other Technical Indicators