WILMINGTON LARGE-CAP Expected Short fall
| WMLIX Fund | | | USD 35.67 0.51 1.45% |
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 WILMINGTON LARGE-CAP's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
WILMINGTON LARGE-CAP registers a Expected Short fall of
-0.81, reflecting its current reading on this measure. This reflects WILMINGTON LARGE-CAP's positioning relative to its own recent range within Wilmington Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.81 | |
Expected Short fall Peers Comparison
WILMINGTON LARGE-CAP's Expected Short fall of -0.8115 falls above the -0.95 peer average. Values range from -1.7872 (Prudential Jennison Emerging) to 0.0 (), with tight clustering across the group.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Wilmington Large 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 WILMINGTON LARGE-CAP to PeersMethodology, Assumptions & Data Sources
WILMINGTON LARGE-CAP has a current Expected Short fall reading of -0.81. WILMINGTON LARGE-CAP'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. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. WILMINGTON LARGE-CAP operates in the large blend sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
Other Technical Indicators