SMEAD VALUE Value At Risk
| SVFAX Fund | | | USD 84.78 -0.55 -0.64% |
This dataset for Smead Value Fund reflects inputs used in the Value At Risk calculation. Values are derived from historical price and volume observations. Use
World Market Map to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Position sizing and allocation together define the portfolio construction approach. A position in Smead Value Fund 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 nation.
Smead Value Fund has current Value At Risk of
-1.38. 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)) |
| = | -1.38 | |
| ER[a] | = | Expected return on investing in SMEAD VALUE |
| STD | = | Standard Deviation of SMEAD VALUE |
| 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
Smead Value Fund is rated
below average 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.
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