ActivePassive International Expected Short fall
| APIE ETF | | | 38.70 1.23 3.28% |
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 ActivePassive International's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
ActivePassive International registers a Expected Short fall of
-1.28, reflecting its current reading on this measure. This reflects ActivePassive International's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -1.28 | |
Expected Short fall Peers Comparison
The peer group averages -0.82 for Expected Short fall, with ActivePassive International at -1.2809 falling below that level. Readings span -1.321 (T Rowe Price) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for ActivePassive International 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 ActivePassive International to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for ActivePassive International is -1.28. The Expected Short fall for ActivePassive International is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. 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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