DOUBLELINE GLOBAL Expected Short fall
| DBLGX Fund | | | USD 8.84 0.03 0.34% |
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 DOUBLELINE GLOBAL's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
DOUBLELINE GLOBAL has a Expected Short fall of
-0.36, indicating its current reading on this measure. This reflects DOUBLELINE GLOBAL's positioning relative to its own recent range within DoubleLine Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.36 | |
Expected Short fall Peers Comparison
DOUBLELINE GLOBAL falls below the -0.33 peer average for Expected Short fall. leads at 0.0 while Inverse Government Long registers the lowest at -0.4515.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Doubleline Global 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 DOUBLELINE GLOBAL to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for DOUBLELINE GLOBAL is -0.36. This Expected Short fall reading for DOUBLELINE GLOBAL results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. DOUBLELINE GLOBAL operates in the world bond sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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