Touchstone Sands Value At Risk
| TSRMX Fund | | | USD 17.15 0.31 1.84% |
The Value At Risk reading for Touchstone Sands Capital is computed from historical trading observations. Normalization methods and data feeds may affect reported values.
World Market Map frames the approach to diversified portfolio design. Refined allocation visibility enhances overall portfolio context. Portfolio tools allow users to monitor Touchstone Sands Capital alongside other positions. The dataset reflects available inputs without directional implication. Broader economic conditions can influence Touchstone Sands Capital's mutual fund valuation — related indicators include
signals in state.
Touchstone Sands Capital has current Value At Risk of
-1.88. 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)) |
| = | -1.88 | |
| ER[a] | = | Expected return on investing in Touchstone Sands |
| STD | = | Standard Deviation of Touchstone Sands |
| 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 Sands Capital 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 Touchstone Sands to Peers
Other Technical Indicators