Aqr Style Expected Short fall
| QSPRX Fund | | | USD 9.68 -0.04 -0.41% |
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 Style's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Aqr Style's Expected Short fall of
-0.62 reflects its current reading on this measure. This reflects Aqr Style's positioning relative to its own recent range within Mutual Fund Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.62 | |
Expected Short fall Peers Comparison
Aqr Style falls above the -0.65 peer average for Expected Short fall. leads at 0.0 while Mndvux registers the lowest at -0.6723.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Aqr Style 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 Style to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Aqr Style is -0.62. This Expected Short fall reading for Aqr Style results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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