DoubleLine ETF Expected Short fall
| DFVE ETF | | | 34.76 0.27 0.78% |
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 ETF's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
A Expected Short fall of
-0.86 for DoubleLine ETF signals its current reading on this measure. This reflects DoubleLine ETF's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.86 | |
Expected Short fall Peers Comparison
Among sector peers, DoubleLine ETF's Expected Short fall of -0.8643 is above the -1.11 group average. The range runs from -1.7955 (Putnam Emerging Markets) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for DoubleLine ETF 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 ETF to PeersMethodology, Assumptions & Data Sources
DoubleLine ETF has a current Expected Short fall reading of -0.86. The Expected Short fall for DoubleLine ETF applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. 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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