TFA AlphaGen Value At Risk
| TFAGX Fund | | | USD 11.28 -0.26 -2.25% |
The Value At Risk reading for Tfa Alphagen Growth is computed from historical trading observations. Values reflect historical observations within the available dataset. Normalization methods and data feeds may affect reported values. Broader indicator relationships are reflected within
Equity Screeners.
World Market Map provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. Diversification analysis considers the interaction of positions within a portfolio. This information is provided for contextual purposes. This captures an allocation to Tfa Alphagen Growth. It is represented within the portfolio holdings. 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 census.
Tfa Alphagen Growth has current Value At Risk of
-1.99. 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)) |
| = | -1.99 | |
| ER[a] | = | Expected return on investing in TFA AlphaGen |
| STD | = | Standard Deviation of TFA AlphaGen |
| 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
Tfa Alphagen Growth 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 TFA AlphaGen to Peers
Other Technical Indicators