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Glossary   >   B   >   "Base probability of loss" Definition            Base probability of loss The probability of not achieving a portfolio expected return. Related: Value at risk. Glossary    Dictionary Search (powered by Google) WWW ITLOCUS.COM GLOSSARY.ITLOCUS.COM Translate a web page (powered by Google)      to German Spanish French Italian Portuguese Japanese Korean Chinese

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Base probability of loss - The probability of not achieving a portfolio expected return. Related: Value at risk.