THRIVENT MID Value At Risk
| TMSIX Fund | | | USD 33.68 -0.56 -1.64% |
Technical inputs supporting the Value At Risk indicator for Thrivent Mid Cap are shown here. Additional screening context is available through
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World Market Map. The dataset reflects available inputs without directional implication. Tracking Thrivent Mid Cap in a portfolio provides context for performance attribution. The relative size of each holding follows the selected allocation framework. Broader economic conditions can influence Thrivent Mid Cap's mutual fund valuation — related indicators include
signals in gross domestic product.
Thrivent Mid Cap has current Value At Risk of
-1.72. 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)) |
| = | -1.72 | |
| ER[a] | = | Expected return on investing in THRIVENT MID |
| STD | = | Standard Deviation of THRIVENT MID |
| 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
Thrivent Mid Cap is rated
fifth 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 MID to Peers
Other Technical Indicators