LEUTHOLD CORE Expected Short fall
| LCORX Fund | | | USD 23.74 0.20 0.85% |
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 LEUTHOLD CORE's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The Expected Short fall of
-0.60 for LEUTHOLD CORE indicates its current reading on this measure. This reflects LEUTHOLD CORE's positioning relative to its own recent range within Mutual Fund Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.60 | |
Expected Short fall Peers Comparison
The peer group averages -0.87 for Expected Short fall, with LEUTHOLD CORE at -0.6007 falling above that level. Readings span -1.3188 (Alger Capital Appreciation) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Leuthold E 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 LEUTHOLD CORE to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for LEUTHOLD CORE is -0.60. This Expected Short fall reading for LEUTHOLD CORE results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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