Gabelli Utility Value At Risk
| GUT Fund | | | USD 6.17 0.01 0.16% |
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 Gabelli Utility's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Gabelli Utility carries a Value At Risk of
-1.60, consistent with the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for Gabelli Utility under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.60 | |
| ER[a] | = | Expected return on investing in Gabelli Utility |
| STD | = | Standard Deviation of Gabelli Utility |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Relative to peers, Gabelli Utility's Value At Risk is above the group average of -1.7. Peer readings range from -2.297 (Royce Micro Cap) to 0.0 (), reflecting tight clustering across the sector. Gabelli Utility 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 Gabelli Utility 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 Gabelli Utility to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for Gabelli Utility is -1.60. Gabelli Utility's Value At Risk is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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