ProShares Ultra Expected Short fall
| DDM ETF | | | USD 59.99 1.43 2.44% |
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 ProShares Ultra's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
ProShares Ultra has a Expected Short fall of
-1.54, indicating its current reading on this measure. This reflects ProShares Ultra's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -1.54 | |
Expected Short fall Peers Comparison
Among sector peers, ProShares Ultra's Expected Short fall of -1.5394 is below the -1.14 group average. The range runs from -3.0837 (ProShares UltraPro Russell2000) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for ProShares Ultra 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 ProShares Ultra to PeersMethodology, Assumptions & Data Sources
ProShares Ultra's Expected Short fall currently stands at -1.54. This Expected Short fall reading for ProShares Ultra results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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