SIIT GLOBAL Value At Risk
| SGMAX Fund | | | USD 11.52 -0.13 -1.12% |
The Value At Risk calculation for SIIT GLOBAL draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Data availability for the calculation period determines indicator completeness. Additional screening context is available through
Equity Screeners.
World Market Map frames the approach to diversified portfolio design. The view supports a broader understanding of portfolio structure. Allocation structure reflects how positions are distributed across the portfolio. No forward-looking guarantees are expressed or implied by this data. A position in Siit Global Managed appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. The dataset is presented as structured reference material for independent review. 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 nation.
Siit Global Managed has current Value At Risk of
-0.95. 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)) |
| = | -0.95 | |
| ER[a] | = | Expected return on investing in SIIT GLOBAL |
| STD | = | Standard Deviation of SIIT GLOBAL |
| 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
Siit Global Managed is rated
second 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 SIIT GLOBAL to Peers
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