WILLIAM BLAIR Expected Short fall
| WSMDX Fund | | | USD 30.08 0.40 1.35% |
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 WILLIAM BLAIR's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
With Expected Short fall at
-1.11, WILLIAM BLAIR shows its current reading on this measure. This reflects WILLIAM BLAIR's positioning relative to its own recent range within William Blair Funds.
Expected Shortfall | = | Conditional VAR |
| = | -1.11 | |
Expected Short fall Peers Comparison
Among sector peers, WILLIAM BLAIR's Expected Short fall of -1.1064 is below the -0.98 group average. The range runs from -1.1155 (William Blair Small) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for William Blair 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 WILLIAM BLAIR to PeersMethodology, Assumptions & Data Sources
WILLIAM BLAIR has a current Expected Short fall reading of -1.11. WILLIAM BLAIR'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. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. WILLIAM BLAIR operates in the mid-cap growth 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.
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