Pioneer High Expected Short fall
| PYICX Fund | | | USD 9.06 0.02 0.22% |
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 Pioneer High's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-0.24, Pioneer High exhibits its current reading on this measure in Expected Short fall. This reflects Pioneer High's positioning relative to its own recent range within Mutual Fund Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.24 | |
Expected Short fall Peers Comparison
The peer group averages -0.82 for Expected Short fall, with Pioneer High at -0.2358 falling above that level. Readings span -1.2707 (Catalyst Mlp Infrastructure) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Pioneer High 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 Pioneer High to PeersMethodology, Assumptions & Data Sources
Pioneer High has a current Expected Short fall reading of -0.24. Pioneer High's Expected Short fall is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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