Utilities Portfolio Expected Short fall
| FSUTX Fund | | | USD 142.75 1.02 0.72% |
The Expected Short fall lookup presents technical context for Utilities Portfolio Utilities and related instruments. Data availability can vary by region and feed;
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Investing Opportunities provides context for diversified portfolio design. Broader allocation clarity strengthens diversification analysis. The allocation includes a position in Utilities Portfolio Utilities inside the allocation mix. 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 population.
Utilities Portfolio Utilities has current Expected Short fall of
-0.86. 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 |
| = | -0.86 | |
Utilities Portfolio Expected Short fall Peers Comparison
Utilities Expected Short fall Relative To Other Indicators
Utilities Portfolio Utilities 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.
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