Adams Diversified Expected Short fall
| ADX Fund | | | USD 24.74 0.14 0.57% |
Expected shortfall (or ES) is a risk measure that evaluates the market risk of an equity instrument. It is an alternative to value at risk that is more sensitive to the shape of the loss distribution in the tail of the distribution. The expected shortfall at a particular level is the expected return on the portfolio in the worst percent of the cases. Expected shortfall is also called conditional value at risk (CVaR), average value at risk (AVaR), and expected tail loss (ETL). Below is Adams Diversified's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-0.89, Adams Diversified exhibits its current reading on this measure in Expected Short fall. This reflects Adams Diversified's positioning relative to its own recent range within Large Growth Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.89 | |
Expected Short fall Peers Comparison
Adams Diversified's Expected Short fall of -0.8856 falls below the -0.79 peer average. Values range from -0.9241 (Calamos Strategic Total) to 0.0 (), with tight clustering across the group.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Adams Diversified and its peers. Each point represents one equity — position along the horizontal axis shows Expected Short fall 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 Adams Diversified to PeersMethodology, Assumptions & Data Sources
Adams Diversified's Expected Short fall currently stands at -0.89. Expected Short fall for Adams Diversified is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. 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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