BlackRock Commodity Expected Short fall
| BCSAX Fund | | | USD 12.56 0.24 1.95% |
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 BlackRock Commodity's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
BlackRock Commodity has a Expected Short fall of
-0.74, indicating its current reading on this measure. This reflects BlackRock Commodity's positioning relative to its own recent range within BlackRock Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.74 | |
Expected Short fall Peers Comparison
BlackRock Commodity falls above the -0.9 peer average for Expected Short fall. leads at 0.0 while Brown Advisory Small Cap registers the lowest at -0.9945.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for BlackRock Commodity 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 BlackRock Commodity to PeersMethodology, Assumptions & Data Sources
BlackRock Commodity's Expected Short fall currently stands at -0.74. BlackRock Commodity'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. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. BlackRock Commodity operates in the commodities broad basket sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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