FinEx Physically Expected Short fall
| FXGD Etf | | | EUR 2.62 -0.02 -0.76% |
Historical market data for FinEx Physically Gold forms the basis of the Expected Short fall indicator shown here. The indicator computation uses normalized market activity data. Market data gaps can influence the computed indicator values. Cross-instrument Expected Short fall comparisons are available via
Equity Screeners. Portfolio design and allocation context appear in
Investing Opportunities. Portfolio-level transparency adds depth to allocation analysis. Position sizing and allocation together define the portfolio construction approach. This captures an allocation to FinEx Physically Gold. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. The dataset is presented as structured reference material for independent review. 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.
FinEx Physically Gold has current Expected Short fall of
-1.59. 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 |
| = | -1.59 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
FinEx Physically Gold is rated
below average in expected short fall across the ETF category. It maintains a
second standing in maximum drawdown across the ETF category .
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 FinEx Physically to Peers
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