Aqr Small Expected Short fall
| QSERX Fund | | | USD 21.66 0.21 0.98% |
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 Aqr Small's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
With Expected Short fall at
-1.05, Aqr Small shows its current reading on this measure. This reflects Aqr Small's positioning relative to its own recent range within AQR Funds.
Expected Shortfall | = | Conditional VAR |
| = | -1.05 | |
Expected Short fall Peers Comparison
Among sector peers, Aqr Small's Expected Short fall of -1.0515 is below the -1.04 group average. The range runs from -1.2762 (Upright Growth Income) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Aqr Small 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 Aqr Small to PeersMethodology, Assumptions & Data Sources
Aqr Small has a current Expected Short fall reading of -1.05. Aqr Small'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. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Aqr Small operates in the small blend sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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