Invesco American Value At Risk
| VAFIX Fund | | | USD 28.60 -0.06 -0.21% |
The Value At Risk profile for Invesco American Franchise is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Coverage may vary depending on data availability and normalization methods. The
Equity Screeners framework provides wider technical analysis context.
World Market Map provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. Diversification context is built from the relationships between portfolio holdings. All content is derived from available inputs and carries no advisory implication. The portfolio reflects a holding in Invesco American Franchise. The position falls within the allocation view. The allocation approach determines the relative weighting of each position. All metrics are derived from available inputs and shown for reference. 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 gross domestic product.
Invesco American Franchise has current Value At Risk of
-2.32. 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)) |
| = | -2.32 | |
| ER[a] | = | Expected return on investing in Invesco American |
| STD | = | Standard Deviation of Invesco American |
| 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
Invesco American Franchise 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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