IShares Treasury Expected Short fall
| IBTM Etf | | | USD 174.92 -0.52 -0.30% |
IShares Treasury expected short fall lookup summarizes this and related technical indicators for iShares Treasury Bond. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Review
Risk vs Return Analysis to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. This reflects a position in iShares Treasury Bond in the portfolio view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
iShares Treasury Bond 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 | |
IShares Treasury Expected Short fall Peers Comparison
IShares Expected Short fall Relative To Other Indicators
iShares Treasury Bond falls in the
fifth position for expected short fall relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.