Valic Company Value At Risk
| VVSCX Fund | | | USD 11.33 -0.24 -2.07% |
The Value At Risk indicator for Valic Company I is derived from observed market data. The dataset is based on observed market activity where data is available. Some instruments may report limited inputs depending on trading history. Broader indicator relationships are reflected within
Equity Screeners. Portfolio design and allocation context appear in
World Market Map. Portfolio-level transparency adds depth to allocation analysis. A position in Valic Company I is part of the allocation. It is reflected in the overall portfolio structure. 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 discontinued.
Valic Company I has current Value At Risk of
-1.85. 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)) |
| = | -1.85 | |
| ER[a] | = | Expected return on investing in Valic Company |
| STD | = | Standard Deviation of Valic Company |
| 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
Valic Company I 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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