Blrc Sgy Expected Short fall
| MDMTX Fund | | | USD 10.39 0.02 0.19% |
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 Blrc Sgy's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Blrc Sgy's Expected Short fall of
-0.17 reflects its current reading on this measure. This reflects Blrc Sgy's positioning relative to its own recent range within Mutual Fund Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.17 | |
Expected Short fall Peers Comparison
Blrc Sgy falls above the -0.28 peer average for Expected Short fall. leads at 0.0 while Bny Mellon Municipal registers the lowest at -0.6438.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Blrc Sgy 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 Blrc Sgy to PeersMethodology, Assumptions & Data Sources
Blrc Sgy's Expected Short fall currently stands at -0.17. The Expected Short fall for Blrc Sgy is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Blrc Sgy operates in the municipal bond funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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