SAAT AGGRESSIVE Value At Risk
| SSGAX Fund | | | USD 15.93 -0.32 -1.97% |
Historical market data for Saat Aggressive Strategy forms the basis of the Value At Risk indicator shown here. The calculation draws on time-series market data across available periods. Coverage may vary depending on data availability and normalization methods.
World Market Map frames the approach to diversified portfolio design. Refined allocation visibility enhances overall portfolio context. The portfolio structure determines how individual positions contribute to the whole. All figures are based on reported data and are informational in nature. This includes a position in Saat Aggressive Strategy. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. This information is provided for contextual purposes. 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 Aggressive Strategy has current Value At Risk of
-1.32. 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)) |
| = | -1.32 | |
| ER[a] | = | Expected return on investing in SAAT AGGRESSIVE |
| STD | = | Standard Deviation of SAAT AGGRESSIVE |
| 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 Aggressive Strategy is rated
fourth 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 AGGRESSIVE to Peers
Other Technical Indicators