INNEALTA CAPITAL Value At Risk
| SROAX Fund | | | USD 13.15 -0.20 -1.50% |
The Value At Risk indicator for Innealta Capital Sector is derived from observed market data. The dataset is based on observed market activity where data is available. Some instruments may report limited inputs depending on trading history. Broader indicator relationships are reflected within
Equity Screeners. For portfolio construction context, review
World Market Map. Diversification context helps frame allocation across holdings. The construction of a diversified portfolio involves managing position exposure. Reported data is organized for reference and is not a recommendation. The allocation shows a weighting toward Innealta Capital Sector. The weighting is visible within the allocation breakdown. 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 nation.
Innealta Capital Sector has current Value At Risk of
-1.50. 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)) |
| = | -1.50 | |
| ER[a] | = | Expected return on investing in INNEALTA CAPITAL |
| STD | = | Standard Deviation of INNEALTA CAPITAL |
| 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
Innealta Capital Sector is rated
fifth 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 INNEALTA CAPITAL to Peers
Other Technical Indicators