VICTORY SELECT Expected Short fall
| VFSAX Fund | | | USD 38.75 0.12 0.31% |
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 VICTORY SELECT's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
The Expected Short fall of
-0.90 for VICTORY SELECT indicates its current reading on this measure. This reflects VICTORY SELECT's positioning relative to its own recent range within Vanguard Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.90 | |
Expected Short fall Peers Comparison
The peer group averages -0.93 for Expected Short fall, with VICTORY SELECT at -0.8974 falling above that level. Readings span -1.2397 (Vanguard FTSE Pacific) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Victory Select 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 VICTORY SELECT to PeersMethodology, Assumptions & Data Sources
VICTORY SELECT's Expected Short fall currently stands at -0.90. The Expected Short fall for VICTORY SELECT is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. VICTORY SELECT operates in the foreign small/mid blend sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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