SAAT CORE Value At Risk
| SKTAX Fund | | | USD 19.23 -0.28 -1.44% |
Observed values used in the Value At Risk indicator for Saat E Market are included in this dataset. The information is based on observed market data across timeframes. Diversification context is available through
World Market Map. Diversification context helps frame allocation across holdings. Diversified allocation aims to distribute exposure across multiple positions. A position in Saat E Market is indicated here. It is reflected in the overall portfolio structure. Position weights are derived from the portfolio construction methodology. The content reflects structured data inputs rather than subjective analysis. 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.
Saat E Market has current Value At Risk of
-1.43. 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)) |
| = | -1.43 | |
| ER[a] | = | Expected return on investing in SAAT CORE |
| STD | = | Standard Deviation of SAAT CORE |
| 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
Saat E Market 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 SAAT CORE to Peers
Other Technical Indicators