WILMINGTON LARGE-CAP Value At Risk
| WMLIX Fund | | | USD 31.83 -0.11 -0.34% |
Technical inputs supporting the Value At Risk indicator for Wilmington Large Cap Strategy are shown here. Cross-instrument Value At Risk comparisons are available via
Equity Screeners. Use
Your Current Watchlist to better understand diversified portfolio construction. Allocation decisions are shaped by the composition and weighting of holdings. Wilmington Large Cap Strategy can be added to a watchlist or portfolio for position tracking. Performance attribution breaks down contribution by individual holding. Broader economic conditions can influence Wilmington Large Cap Strategy's mutual fund valuation — related indicators include
signals in gross domestic product.
Wilmington Large Cap Strategy has current Value At Risk of
-1.55. 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)) |
| = | -1.55 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Wilmington Large Cap Strategy is rated
third 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 WILMINGTON LARGE-CAP to Peers
Other Technical Indicators