FIDELITY ADVISOR Value At Risk
| EQPGX Fund | | | USD 29.50 0.26 0.89% |
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. Below is FIDELITY ADVISOR's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
FIDELITY ADVISOR has a Value At Risk of
-1.87, indicating the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for FIDELITY ADVISOR under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.87 | |
| ER[a] | = | Expected return on investing in FIDELITY ADVISOR |
| STD | = | Standard Deviation of FIDELITY ADVISOR |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
FIDELITY ADVISOR falls below the -1.7 peer average for Value At Risk. leads at 0.0 while Grayscale Bitcoin Mini registers the lowest at -4.4416. FIDELITY ADVISOR carries lower tail risk than the peer average at the given confidence level.
Value At Risk Relative To Other Indicators
The chart below plots Value At Risk against Maximum Drawdown for Fidelity Advisor and its peers. Each point represents one equity — position along the horizontal axis shows Value At Risk while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare FIDELITY ADVISOR to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for FIDELITY ADVISOR is -1.87. The Value At Risk for FIDELITY ADVISOR is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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