WisdomTree High Expected Short fall
| DHS ETF | | | USD 110.19 0.02 0.02% |
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 WisdomTree High's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
WisdomTree High has a Expected Short fall of 0, indicating its current reading on this measure. This reflects WisdomTree High's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | 0 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for WisdomTree High 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 WisdomTree High to PeersMethodology, Assumptions & Data Sources
WisdomTree High has a current Expected Short fall reading of 0. The Expected Short fall for WisdomTree High 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. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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