Putnam Equity Expected Short fall
| PEYAX Fund | | | USD 41.68 0.05 0.12% |
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 Putnam Equity's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Putnam Equity registers a Expected Short fall of
-0.60, reflecting its current reading on this measure. This reflects Putnam Equity's positioning relative to its own recent range within Franklin Templeton Investments Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.60 | |
Expected Short fall Peers Comparison
Putnam Equity's Expected Short fall of -0.5991 falls above the -0.78 peer average. Values range from -1.0964 (New Economy Fund) to 0.0 (), with tight clustering across the group.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Putnam Equity 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 Putnam Equity to PeersMethodology, Assumptions & Data Sources
Putnam Equity has a current Expected Short fall reading of -0.60. The Expected Short fall for Putnam Equity 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. Putnam Equity operates in the large value sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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