IShares Currency Expected Short fall
| HAWX ETF | | | USD 44.49 0.46 1.04% |
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 IShares Currency's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
IShares Currency carries a Expected Short fall of
-1.08, consistent with its current reading on this measure. This reflects IShares Currency's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -1.08 | |
Expected Short fall Peers Comparison
The peer group averages -0.7 for Expected Short fall, with IShares Currency at -1.0825 falling below that level. Readings span -0.9192 (Invesco SAMPP SmallCap) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for IShares Currency 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 IShares Currency to PeersMethodology, Assumptions & Data Sources
IShares Currency's Expected Short fall currently stands at -1.08. The Expected Short fall for IShares Currency is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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