Strive 1000 Expected Short fall
| STXV ETF | | | 36.56 0.06 0.16% |
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 Strive 1000's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-0.50, Strive 1000 exhibits its current reading on this measure in Expected Short fall. This reflects Strive 1000's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.50 | |
Expected Short fall Peers Comparison
Strive 1000's Expected Short fall of -0.4962 falls above the -1.11 peer average. Values range from -1.7936 (KraneShares MSCI Emerging) 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 Strive 1000 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 Strive 1000 to PeersMethodology, Assumptions & Data Sources
Strive 1000 has a current Expected Short fall reading of -0.50. This Expected Short fall reading for Strive 1000 results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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