Pacer Lunt Expected Short fall
| ALTL ETF | | | USD 46.59 0.95 2.08% |
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 Pacer Lunt's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-0.61, Pacer Lunt exhibits its current reading on this measure in Expected Short fall. This reflects Pacer Lunt's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.61 | |
Expected Short fall Peers Comparison
Pacer Lunt's Expected Short fall of -0.6126 falls above the -0.92 peer average. Values range from -1.9212 (VanEck Social Sentiment) 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 Pacer Lunt 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 Pacer Lunt to PeersMethodology, Assumptions & Data Sources
Pacer Lunt has a current Expected Short fall reading of -0.61. Pacer Lunt's Expected Short fall is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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