INTERNATIONAL GROWTH Value At Risk
| TWIEX Fund | | | USD 13.06 -0.01 -0.08% |
The Value At Risk reading for International Growth Fund is computed from historical trading observations. Values reflect historical observations within the available dataset. Normalization methods and data feeds may affect reported values. Broader indicator relationships are reflected within
Equity Screeners.
World Market Map provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. This suggests a position in International Growth Fund. The position sits inside the allocation mix. 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 unemployment.
International Growth Fund has current Value At Risk of
-2.02. 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)) |
| = | -2.02 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
International Growth Fund 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 INTERNATIONAL GROWTH to Peers
Other Technical Indicators