Gotham 1000 Expected Short fall
| GVLU ETF | | | USD 26.23 0.02 0.08% |
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 Gotham 1000's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-0.74, Gotham 1000's Expected Short fall indicates its current reading on this measure. This reflects Gotham 1000's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.74 | |
Expected Short fall Peers Comparison
Among sector peers, Gotham 1000's Expected Short fall of -0.7406 is above the -1.05 group average. The range runs from -2.0631 (iShares MSCI Brazil) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Gotham 1000 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 Gotham 1000 to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Gotham 1000 is -0.74. The Expected Short fall for Gotham 1000 applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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