VIRTUS EMERGING Value At Risk
| VIESX Fund | | | USD 16.42 -0.09 -0.55% |
Reference data associated with the Value At Risk technical indicator for Virtus Emerging Markets. Coverage may vary across instruments due to feed availability.
Virtus Emerging Markets has current Value At Risk of
-1.40. 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)) |
| = | -1.40 | |
| ER[a] | = | Expected return on investing in VIRTUS EMERGING |
| STD | = | Standard Deviation of VIRTUS EMERGING |
| 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
Virtus Emerging Markets is rated
second 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 VIRTUS EMERGING to Peers
Other Technical Indicators