SMALLCAP WORLD Value At Risk
| SCWFX Fund | | | USD 79.76 0.74 0.94% |
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 SMALLCAP WORLD's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
With Value At Risk at
-2.25, SMALLCAP WORLD shows the estimated maximum daily loss at the given confidence level. There is approximately a 5% probability that SMALLCAP WORLD could lose more than
-2.25 in a single day under normal market conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -2.25 | |
| ER[a] | = | Expected return on investing in SMALLCAP WORLD |
| STD | = | Standard Deviation of SMALLCAP WORLD |
| 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, SMALLCAP WORLD's Value At Risk is below the group average of -1.84. Peer readings range from -2.2532 (Smallcap World Fund) to 0.0 (), reflecting tight clustering across the sector. SMALLCAP WORLD 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 Smallcap World 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 SMALLCAP WORLD to PeersMethodology, Assumptions & Data Sources
SMALLCAP WORLD has a current Value At Risk reading of -2.25. This Value At Risk reading for SMALLCAP WORLD results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. SMALLCAP WORLD operates in the international equity funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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