Hartford Large Expected Short fall
| HFGO ETF | | | USD 28.93 0.68 2.41% |
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 Hartford Large's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Hartford Large carries a Expected Short fall of
-1.19, consistent with its current reading on this measure. This reflects Hartford Large's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -1.19 | |
Expected Short fall Peers Comparison
The peer group averages -0.96 for Expected Short fall, with Hartford Large at -1.1858 falling below that level. Readings span -1.8747 (Renaissance IPO ETF) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Hartford Large 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 Hartford Large to PeersMethodology, Assumptions & Data Sources
Hartford Large's Expected Short fall currently stands at -1.19. Hartford Large's Expected Short fall is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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