Federated Hermes Expected Short fall
| FTRB ETF | | | 25.19 -0.03 -0.12% |
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 Federated Hermes's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Federated Hermes carries a Expected Short fall of
-0.21, consistent with its current reading on this measure. This reflects Federated Hermes's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.21 | |
Expected Short fall Peers Comparison
The peer group averages -0.99 for Expected Short fall, with Federated Hermes at -0.2092 falling above that level. Readings span -1.3817 (First Trust Natural) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Federated Hermes 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 Federated Hermes to PeersMethodology, Assumptions & Data Sources
Federated Hermes has a current Expected Short fall reading of -0.21. Expected Short fall for Federated Hermes is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other 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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