GUIDEMARK(R) LARGE Value At Risk
| GMLGX Fund | | | USD 32.60 -0.13 -0.40% |
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. Below is GUIDEMARK(R) LARGE's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
A Value At Risk of
-1.55 for GUIDEMARK(R) LARGE signals the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for GUIDEMARK(R) LARGE under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.55 | |
| ER[a] | = | Expected return on investing in GUIDEMARK(R) LARGE |
| STD | = | Standard Deviation of GUIDEMARK(R) LARGE |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Among sector peers, GUIDEMARK(R) LARGE's Value At Risk of -1.5512 is above the -1.93 group average. The range runs from -3.7429 (Ultranasdaq 100 Profund Ultranasdaq 100) to 0.0 (). GUIDEMARK(R) LARGE carries higher 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 Guidemark Large 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 GUIDEMARK(R) LARGE to PeersMethodology, Assumptions & Data Sources
GUIDEMARK(R) LARGE has a current Value At Risk reading of -1.55. The Value At Risk for GUIDEMARK(R) LARGE applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. GUIDEMARK(R) LARGE operates in the large blend sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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