EVENTIDE GLOBAL Expected Short fall
| ETCDX Fund | | | USD 21.51 -0.02 -0.09% |
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 EVENTIDE GLOBAL's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The Expected Short fall of
-0.86 for EVENTIDE GLOBAL indicates its current reading on this measure. This reflects EVENTIDE GLOBAL's positioning relative to its own recent range within Mutual Fund Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.86 | |
Expected Short fall Peers Comparison
EVENTIDE GLOBAL's Expected Short fall of -0.8637 falls below the -0.27 peer average. Values range from -0.2947 (Us Government Securities) to 0.0 (), with tight clustering across the group.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Eventide 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 EVENTIDE GLOBAL to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for EVENTIDE GLOBAL is -0.86. EVENTIDE GLOBAL'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. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. 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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