SIT EMERGING Value At Risk
| SEQFX Fund | | | USD 14.73 -0.05 -0.34% |
The Value At Risk profile for Sit Emerging Markets is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Review
World Market Map for context on portfolio diversification. The information is presented without directional commentary. Sit Emerging Markets 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 Sit Emerging Markets's mutual fund valuation — related indicators include
signals in price.
Sit Emerging Markets has current Value At Risk of
-1.47. 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)) |
| = | -1.47 | |
| ER[a] | = | Expected return on investing in SIT EMERGING |
| STD | = | Standard Deviation of SIT EMERGING |
| 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
Sit Emerging Markets 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 SIT EMERGING to Peers
Other Technical Indicators