John Hancock Expected Short fall
| JHEM ETF | | | USD 40.41 0.94 2.38% |
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 John Hancock's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
John Hancock carries a Expected Short fall of
-1.45, consistent with its current reading on this measure. This reflects John Hancock's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -1.45 | |
Expected Short fall Peers Comparison
The peer group averages -1.07 for Expected Short fall, with John Hancock at -1.445 falling below that level. Readings span -1.4365 (First Trust Developed) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for John Hancock 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 John Hancock to PeersMethodology, Assumptions & Data Sources
John Hancock's Expected Short fall currently stands at -1.45. The Expected Short fall for John Hancock is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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