BlackRock Mid Expected Short fall
| CMGIX Fund | | | USD 37.78 -0.22 -0.58% |
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 Mid's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The Expected Short fall of
-1.39 for BlackRock Mid indicates its current reading on this measure. This reflects BlackRock Mid's positioning relative to its own recent range within Mutual Fund Funds.
Expected Shortfall | = | Conditional VAR |
| = | -1.39 | |
Expected Short fall Peers Comparison
BlackRock Mid's Expected Short fall of -1.3922 falls below the -1.17 peer average. Values range from -1.6045 (BlackRock Science Technology) 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 BlackRock Mid 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 Mid to PeersMethodology, Assumptions & Data Sources
BlackRock Mid has a current Expected Short fall reading of -1.39. The Expected Short fall for BlackRock Mid is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
Other Technical Indicators