Dynamic Active Expected Short fall
| DXP Etf | | | CAD 25.88 -0.08 -0.31% |
The Expected Short fall indicator for Dynamic Active is constructed from normalized market data. All inputs reflect available trading data across supported markets. Some instruments may report limited inputs depending on trading history. Use
Investing Opportunities to explore diversified allocation structure. Allocation context can improve visibility into portfolio balance. The construction of a diversified portfolio involves managing position exposure. This view summarizes available data without implying outcomes. This suggests a position in Dynamic Active Preferred. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. All values are based on available data and provided as reference information. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Dynamic Active Preferred has current Expected Short fall of
-0.18. 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 |
| = | -0.18 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Dynamic Active Preferred lands at
#3 in expected short fall against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
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.
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