Simt Real Value At Risk
| SRYRX Fund | | | USD 9.82 -0.02 -0.20% |
Historical market data for Simt Real Return forms the basis of the Value At Risk indicator shown here. The indicator computation uses normalized market activity data. Diversification context is available through
World Market Map. Allocation context can improve visibility into portfolio balance. The holding in Simt Real Return represents an allocation. This is situated within the portfolio mix. 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 main economic indicators.
Simt Real Return has current Value At Risk of
-0.20. 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)) |
| = | -0.20 | |
| ER[a] | = | Expected return on investing in Simt Real |
| STD | = | Standard Deviation of Simt Real |
| 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
Simt Real Return 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 Simt Real to Peers
Other Technical Indicators