VANGUARD GLOBAL Expected Short fall
| VMVFX Fund | | | USD 16.67 -0.02 -0.12% |
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 VANGUARD GLOBAL's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-0.43, VANGUARD GLOBAL exhibits its current reading on this measure in Expected Short fall. This reflects VANGUARD GLOBAL's positioning relative to its own recent range within Mutual Fund Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.43 | |
Expected Short fall Peers Comparison
The peer group averages -1.09 for Expected Short fall, with VANGUARD GLOBAL at -0.4298 falling above that level. Readings span -2.5651 (iShares MSCI Global) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Vanguard Global 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 VANGUARD GLOBAL to PeersMethodology, Assumptions & Data Sources
VANGUARD GLOBAL has a current Expected Short fall reading of -0.43. VANGUARD GLOBAL'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. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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