Global Technology Expected Short fall
| JGLTX Fund | | | USD 28.93 0.39 1.37% |
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 Global Technology's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
A Expected Short fall of
-1.35 for Global Technology signals its current reading on this measure. This reflects Global Technology's positioning relative to its own recent range within Janus Henderson Funds.
Expected Shortfall | = | Conditional VAR |
| = | -1.35 | |
Expected Short fall Peers Comparison
Among sector peers, Global Technology's Expected Short fall of -1.3495 is below the -1.33 group average. The range runs from -1.8196 (Technology Ultrasector Profund) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Global Technology 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 Global Technology to PeersMethodology, Assumptions & Data Sources
Global Technology has a current Expected Short fall reading of -1.35. The Expected Short fall for Global Technology is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Global Technology operates in the technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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