VANGUARD TARGET Expected Short fall
| VTWNX Fund | | | USD 28.57 0.25 0.88% |
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 TARGET's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
With Expected Short fall at
-0.40, VANGUARD TARGET shows its current reading on this measure. This reflects VANGUARD TARGET's positioning relative to its own recent range within Mutual Fund Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.40 | |
Expected Short fall Peers Comparison
Among sector peers, VANGUARD TARGET's Expected Short fall of -0.4027 is above the -0.73 group average. The range runs from -0.8886 (T Rowe Price) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Vanguard Target 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 TARGET to PeersMethodology, Assumptions & Data Sources
VANGUARD TARGET's Expected Short fall currently stands at -0.40. The Expected Short fall for VANGUARD TARGET is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. VANGUARD TARGET operates in the target risk funds 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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