Fidelity Small Expected Short fall
| FISVX Fund | | | USD 33.18 0.46 1.41% |
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 Fidelity Small's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The current Expected Short fall of
-0.87 places Fidelity Small at its current reading on this measure. This reflects Fidelity Small's positioning relative to its own recent range within Mutual Fund Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.87 | |
Expected Short fall Peers Comparison
Relative to peers, Fidelity Small's Expected Short fall is above the group average of -1.12. Peer readings range from -1.5829 (Oberweis Small Cap Opportunities) to 0.0 (), reflecting tight clustering across the sector.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Fidelity Small 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 Fidelity Small to PeersMethodology, Assumptions & Data Sources
Fidelity Small has a current Expected Short fall reading of -0.87. Expected Short fall for Fidelity Small is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Fidelity Small operates in the small value funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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