GROWTH FUND Value At Risk
| TWCGX Fund | | | USD 51.39 -0.97 -1.85% |
This dataset for Growth Fund Investor reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals. Data availability for the calculation period determines indicator completeness. Extended technical indicator views are accessible through
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World Market Map to explore diversified allocation structure. Allocation context can improve visibility into portfolio balance. The construction of a diversified portfolio involves managing position exposure. The allocation includes a position in Growth Fund Investor. It is distributed across the allocation. 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 census.
Growth Fund Investor has current Value At Risk of
-1.86. 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)) |
| = | -1.86 | |
| ER[a] | = | Expected return on investing in GROWTH FUND |
| STD | = | Standard Deviation of GROWTH FUND |
| 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
Growth Fund Investor 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.
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