Deutsche Short Value At Risk
| SRMCX Fund | | | USD 9.88 -0.03 -0.30% |
The Value At Risk calculation for Deutsche Short draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Diversification context is available through
World Market Map. Diversification context helps frame allocation across holdings. The allocation shows a weighting toward Deutsche Short Term Municipal. 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 discontinued.
Deutsche Short Term Municipal has current Value At Risk of
-0.10. 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)) |
| = | -0.10 | |
| ER[a] | = | Expected return on investing in Deutsche Short |
| STD | = | Standard Deviation of Deutsche Short |
| 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
Deutsche Short Term Municipal ranks first 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 Deutsche Short to Peers
Other Technical Indicators