TOEWS TACTICAL Value At Risk
| TTDAX Fund | | | USD 10.43 -0.04 -0.38% |
This dataset for Toews Tactical Defensive reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals. For portfolio construction context, review
World Market Map. The construction of a diversified portfolio involves managing position exposure. Adding Toews Tactical Defensive to a portfolio enables side-by-side comparison with other holdings. Risk and return metrics update as positions are added or adjusted. Broader economic conditions can influence Toews Tactical Defensive's mutual fund valuation — related indicators include
signals in nation.
Toews Tactical Defensive has current Value At Risk of
-1.31. 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)) |
| = | -1.31 | |
| ER[a] | = | Expected return on investing in TOEWS TACTICAL |
| STD | = | Standard Deviation of TOEWS TACTICAL |
| 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
Toews Tactical Defensive is rated
third 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 TOEWS TACTICAL to Peers
Other Technical Indicators