AAM SELECT Expected Short fall
| CPUAX Fund | | | USD 9.14 -0.06 -0.65% |
The Expected Short fall calculation for AAM SELECT draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Data availability for the calculation period determines indicator completeness. Portfolio design and allocation context appear in
Trending Equities. The view supports a broader understanding of portfolio structure. Portfolio balance depends on how holdings are weighted relative to each other. The allocation includes a position in Aam Select Income. The position falls within the allocation view. The sizing of each position reflects the overall allocation strategy. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Aam Select Income 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
Aam Select Income is rated
fourth 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 AAM SELECT to Peers
Other Technical Indicators