California Bond Expected Short fall
| USCBX Fund | | | USD 10.25 0.01 0.1% |
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 California Bond's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
California Bond has a Expected Short fall of
-0.19, indicating its current reading on this measure. This reflects California Bond's positioning relative to its own recent range within Mutual Fund Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.19 | |
Expected Short fall Peers Comparison
California Bond falls above the -1.3 peer average for Expected Short fall. leads at 0.0 while Eventide Healthcare Life registers the lowest at -1.4153.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for California Bond 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 California Bond to PeersMethodology, Assumptions & Data Sources
California Bond has a current Expected Short fall reading of -0.19. California Bond'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. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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