ROYCE SPECIAL Value At Risk
| RSEFX Fund | | | USD 15.70 0.09 0.58% |
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 ROYCE SPECIAL's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
ROYCE SPECIAL carries a Value At Risk of
-1.18, consistent with the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for ROYCE SPECIAL under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.18 | |
| ER[a] | = | Expected return on investing in ROYCE SPECIAL |
| STD | = | Standard Deviation of ROYCE SPECIAL |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
The peer group averages -1.78 for Value At Risk, with ROYCE SPECIAL at -1.1814 falling above that level. Readings span -2.9204 (Aberdeen Total Dynamic) to 0.0 (). ROYCE SPECIAL 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 Royce Special 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 ROYCE SPECIAL to PeersMethodology, Assumptions & Data Sources
ROYCE SPECIAL has a current Value At Risk reading of -1.18. The Value At Risk for ROYCE SPECIAL 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. ROYCE SPECIAL operates in the small value funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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