Vanguard Pacific Expected Short fall
| VPADX Fund | | | USD 135.11 2.03 1.53% |
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 Pacific's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-1.17, Vanguard Pacific exhibits its current reading on this measure in Expected Short fall. This reflects Vanguard Pacific's positioning relative to its own recent range within Vanguard Funds.
Expected Shortfall | = | Conditional VAR |
| = | -1.17 | |
Expected Short fall Peers Comparison
The peer group averages -0.93 for Expected Short fall, with Vanguard Pacific at -1.1747 falling below that level. Readings span -1.3291 (Vanguard FTSE Pacific) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Vanguard Pacific 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 Pacific to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for Vanguard Pacific is -1.17. This Expected Short fall reading for Vanguard Pacific results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Vanguard Pacific operates in the diversified pacific/asia sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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