STERLING CAPITAL Value At Risk
| STRDX Fund | | | USD 9.36 -0.03 -0.32% |
This module presents the Value At Risk indicator for Sterling Capital Total using available market inputs. The underlying data comes from exchange-reported trading records.
World Market Map provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. The portfolio structure determines how individual positions contribute to the whole. The data shown is informational and should not be interpreted as guidance. A position in Sterling Capital Total appears within the mix. The position is captured in the allocation summary. 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.
Sterling Capital Total has current Value At Risk of
-0.32. 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)) |
| = | -0.32 | |
| ER[a] | = | Expected return on investing in STERLING CAPITAL |
| STD | = | Standard Deviation of STERLING 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
Sterling Capital Total 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 STERLING CAPITAL to Peers
Other Technical Indicators