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Academic Journal of Business & Management, 2022, 4(3); doi: 10.25236/AJBM.2022.040301.

Research on Value at Risk of Lombarda China Medical Health Fund Based on Monte Carlo Simulation


Jiajie Yu

Corresponding Author:
Jiajie Yu

Business School, University of Shanghai for Science and Technology, Shanghai, 200093, China


Since its official launch on August 17, 2016, Lombarda China Medical Health Fund has mainly focused on the potential leaders of medical services. It has performed very well in the medical-theme funds. Thus, it has become a signature product in the field. However, with the acceleration of the process of centralized pharmaceutical purchase in the second half of 2021, the relevant top holdings of the fund continued to slump, resulting in the continuous decline of its revenue. This paper selects the top ten holdings of Lombarda China Medical Health Fund as the representative portfolio, estimating its VaR (Value at Risk) using Monte Carlo Simulation method to provide investors with quantifiable fund risk information so that they can choose a more appropriate investment scheme.


Monte Carlo Simulation; Value at Risk; Financial Risk Management; Fund

Cite This Paper

Jiajie Yu. Research on Value at Risk of Lombarda China Medical Health Fund Based on Monte Carlo Simulation. Academic Journal of Business & Management (2022) Vol. 4, Issue 3: 1-6. https://doi.org/10.25236/AJBM.2022.040301.


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