GUIDEPATH(R) MANAGED Expected Short fall
| GPMFX Fund | | | USD 7.95 -0.07 -0.87% |
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 GUIDEPATH(R) MANAGED's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The Expected Short fall of
-0.68 for GUIDEPATH(R) MANAGED indicates its current reading on this measure. This reflects GUIDEPATH(R) MANAGED's positioning relative to its own recent range within Mutual Fund Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.68 | |
Expected Short fall Peers Comparison
GUIDEPATH(R) MANAGED's Expected Short fall of -0.682 falls below the -0.25 peer average. Values range from -0.3148 (Federated Institutional High) 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 Guidepath Managed 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 GUIDEPATH(R) MANAGED to PeersMethodology, Assumptions & Data Sources
GUIDEPATH(R) MANAGED's Expected Short fall currently stands at -0.68. This Expected Short fall reading for GUIDEPATH(R) MANAGED results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. GUIDEPATH(R) MANAGED operates in the alternative funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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