Tidal Trust Expected Short fall
| SPYT ETF | | | 17.56 0.18 1.04% |
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 Tidal Trust's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The Expected Short fall of
-0.75 for Tidal Trust indicates its current reading on this measure. This reflects Tidal Trust's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.75 | |
Expected Short fall Peers Comparison
Tidal Trust's Expected Short fall of -0.7481 falls above the -1.27 peer average. Values range from -3.1054 (GraniteShares 2x Long) 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 Tidal Trust 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 Tidal Trust to PeersMethodology, Assumptions & Data Sources
Tidal Trust's Expected Short fall currently stands at -0.75. Tidal Trust'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. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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