FT Cboe Expected Short fall
| DAUG ETF | | | USD 46.16 0.09 0.20% |
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 FT Cboe's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
FT Cboe has a Expected Short fall of
-0.41, indicating its current reading on this measure. This reflects FT Cboe's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.41 | |
Expected Short fall Peers Comparison
FT Cboe falls below the -0.38 peer average for Expected Short fall. leads at 0.0 while FT Cboe Vest registers the lowest at -0.4507.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for FT Cboe 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 FT Cboe to PeersMethodology, Assumptions & Data Sources
FT Cboe has a current Expected Short fall reading of -0.41. FT Cboe'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. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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