VictoryShares USAA Expected Short fall
| USTB ETF | | | USD 50.56 -0.02 -0.04% |
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 VictoryShares USAA's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-0.08, VictoryShares USAA's Expected Short fall indicates its current reading on this measure. This reflects VictoryShares USAA's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.08 | |
Expected Short fall Peers Comparison
Among sector peers, VictoryShares USAA's Expected Short fall of -0.0805 is above the -0.33 group average. The range runs from -1.5429 (SPDR Morgan Stanley) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for VictoryShares USAA 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 VictoryShares USAA to PeersMethodology, Assumptions & Data Sources
VictoryShares USAA has a current Expected Short fall reading of -0.08. The Expected Short fall for VictoryShares USAA applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. 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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