WILLIAM BLAIR Value At Risk
| WSMNX Fund | | | USD 23.46 -0.71 -2.94% |
Historical market data for William Blair Small Mid forms the basis of the Value At Risk indicator shown here. The calculation draws on time-series market data across available periods. Coverage may vary depending on data availability and normalization methods. Related indicator context is organized within
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Your Current Watchlist to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Position sizing and allocation together define the portfolio construction approach. The content reflects structured data inputs rather than subjective analysis. The allocation includes a position in William Blair Small Mid. The position falls within the allocation view. 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 inflation.
William Blair Small Mid has current Value At Risk of
-2.18. 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)) |
| = | -2.18 | |
| ER[a] | = | Expected return on investing in WILLIAM BLAIR |
| STD | = | Standard Deviation of WILLIAM BLAIR |
| 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
William Blair Small Mid 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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