THRIVENT MODERATELY Value At Risk
| TCAIX Fund | | | USD 13.33 -0.16 -1.19% |
Technical inputs supporting the Value At Risk indicator for Thrivent Moderately Servative are shown here. Additional screening context is available through
Equity Screeners.
World Market Map provides context for diversified portfolio construction. The portfolio structure determines how individual positions contribute to the whole. The portfolio reflects a holding in Thrivent Moderately Servative. The position falls within the allocation view. 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 gross domestic product.
Thrivent Moderately Servative has current Value At Risk of
-0.73. 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)) |
| = | -0.73 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Thrivent Moderately Servative 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.
Compare THRIVENT MODERATELY to Peers
Other Technical Indicators