Jp Morgan Expected Short fall
| JTSQX Fund | | | USD 27.21 0.19 0.70% |
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 Jp Morgan's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The current Expected Short fall of
-0.91 places Jp Morgan at its current reading on this measure. This reflects Jp Morgan's positioning relative to its own recent range within Mutual Fund Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.91 | |
Expected Short fall Peers Comparison
Relative to peers, Jp Morgan's Expected Short fall is below the group average of -0.19. Peer readings range from -0.1913 (Angel Oak Ultrashort) to 0.0 (), reflecting tight clustering across the sector.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Jp Morgan 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 Jp Morgan to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Jp Morgan is -0.91. Expected Short fall for Jp Morgan is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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