Dynamic Opportunity Expected Short fall
| ICSIX Fund | | | USD 13.86 0.12 0.87% |
Observed values used to calculate the Expected Short fall technical indicator for Dynamic Opportunity Fund. Values may reflect normalized price or volume observations.
Dynamic Opportunity Fund has current Expected Short fall of
-0.51. 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 |
| = | -0.51 | |
Dynamic Opportunity Expected Short fall Peers Comparison
Dynamic Expected Short fall Relative To Other Indicators
Dynamic Opportunity Fund is rated
second 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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