Simt Small Value At Risk
| SESVX Fund | | | USD 22.77 -0.31 -1.34% |
This module presents the Value At Risk indicator for Simt Small Cap using available market inputs. The indicator computation uses normalized market activity data.
World Market Map provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. The allocation shows a weighting toward Simt Small Cap. The sizing of each position reflects the overall allocation strategy. 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 manufacturing.
Simt Small Cap has current Value At Risk of
-1.84. 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)) |
| = | -1.84 | |
| ER[a] | = | Expected return on investing in Simt Small |
| STD | = | Standard Deviation of Simt Small |
| 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
Simt Small Cap 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 Simt Small to Peers
Other Technical Indicators