SCHWAB TARGET Expected Short fall
| SWYGX Fund | | | USD 21.81 0.17 0.79% |
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 SCHWAB TARGET's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The current Expected Short fall of
-0.70 places SCHWAB TARGET at its current reading on this measure. This reflects SCHWAB TARGET's positioning relative to its own recent range within Schwab Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.70 | |
Expected Short fall Peers Comparison
Among sector peers, SCHWAB TARGET's Expected Short fall of -0.6954 is above the -0.77 group average. The range runs from -1.0736 (Royce Opportunity Fund) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Schwab Target 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 SCHWAB TARGET to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for SCHWAB TARGET is -0.70. The Expected Short fall for SCHWAB TARGET is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. SCHWAB TARGET operates in the target-date 2040 sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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