Touchstone Ultra Value At Risk
| TSDAX Fund | | | USD 9.22 -0.01 -0.11% |
Observed values used in the Value At Risk indicator for Touchstone Ultra Short are included in this dataset. The information is based on observed market data across timeframes. Data coverage may vary across sources and reporting intervals. For portfolio construction context, review
World Market Map. Clearer exposure analysis supports long-term portfolio balance. Allocation decisions are shaped by the composition and weighting of holdings. All metrics are derived from available inputs and shown for reference. This reflects a position in Touchstone Ultra Short. This is situated within the portfolio mix. The allocation framework shapes how individual positions are weighted. 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.
Touchstone Ultra Short has current Value At Risk of
-0.11. 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)) |
| = | -0.11 | |
| ER[a] | = | Expected return on investing in Touchstone Ultra |
| STD | = | Standard Deviation of Touchstone Ultra |
| 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
Touchstone Ultra Short 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 Touchstone Ultra to Peers
Other Technical Indicators