SUSTAINABLE EQUITY Expected Short fall
| AFDIX Fund | | | USD 45.30 -0.18 -0.40% |
Observed values used in the Expected Short fall indicator for Sustainable Equity Fund are included in this dataset. The information is based on observed market data across timeframes.
Trending Equities provides a view into diversified allocation design. This view summarizes available data without implying outcomes. Tracking Sustainable Equity Fund in a portfolio helps measure its contribution to overall performance. Position weights are derived from the selected portfolio construction methodology. Broader economic conditions can influence Sustainable Equity Fund's mutual fund valuation — related indicators include
signals in gross domestic product.
Sustainable Equity Fund has current Expected Short fall of 0. 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).
Expected Shortfall | = | Conditional VAR |
| = | 0 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Sustainable Equity Fund is rated
below average in expected short fall among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
ES evaluates the value (or risk) of an investment in a conservative way, focusing on the less profitable outcomes. For high values of it ignores the most profitable but unlikely possibilities, for small values of it focuses on the worst losses. On the other hand, unlike the discounted maximum loss even for lower values of expected shortfall does not consider only the single most catastrophic outcome. Expected shortfall is a coherent, and moreover a spectral, measure of financial portfolio risk.
Compare SUSTAINABLE EQUITY to Peers
Other Technical Indicators