CATALYST/EXCEED DEFINED Value At Risk
| SHIEX Fund | | | USD 10.67 0.07 0.66% |
Historical market data for Catalystexceed Defined Shield forms the basis of the Value At Risk indicator shown here. Cross-instrument Value At Risk comparisons are available via
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World Market Map. The view supports a broader understanding of portfolio structure. Catalystexceed Defined Shield can be added to a watchlist or portfolio for position tracking. Performance attribution breaks down contribution by individual holding. Broader economic conditions can influence Catalystexceed Defined Shield's mutual fund valuation — related indicators include
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Catalystexceed Defined Shield has current Value At Risk of
-0.74. 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)) |
| = | -0.74 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Catalystexceed Defined Shield 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 CATALYST/EXCEED DEFINED to Peers
Other Technical Indicators