TIAA-CREF LARGE-CAP Value At Risk
| TRCPX Fund | | | USD 24.16 0.10 0.42% |
This module presents the Value At Risk indicator for TIAA Cref Large Cap Value using available market inputs. This dataset is part of a broader indicator framework including
Equity Screeners. Use
World Market Map to explore diversified allocation structure. Understanding allocation structure supports portfolio context. Including TIAA Cref Large Cap Value in a portfolio enables allocation and risk analysis. The sizing of each position reflects the chosen allocation strategy. Broader economic conditions can influence TIAA Cref Large Cap Value's mutual fund valuation — related indicators include
signals in employment.
TIAA Cref Large Cap Value 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 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
TIAA Cref Large Cap Value is rated
fourth 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 TIAA-CREF LARGE-CAP to Peers
Other Technical Indicators