WisdomTree Managed Expected Short fall
| WTMF ETF | | | USD 40.92 0.17 0.42% |
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 WisdomTree Managed's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-0.46, WisdomTree Managed's Expected Short fall indicates its current reading on this measure. This reflects WisdomTree Managed's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.46 | |
Expected Short fall Peers Comparison
Among sector peers, WisdomTree Managed's Expected Short fall of -0.4603 is above the -0.69 group average. The range runs from -0.9134 (VanEck Natural Resources) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for WisdomTree Managed 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 WisdomTree Managed to PeersMethodology, Assumptions & Data Sources
WisdomTree Managed has a current Expected Short fall reading of -0.46. This Expected Short fall reading for WisdomTree Managed 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. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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