IShares Global Expected Short fall
| IGIL Etf | | | USD 166.00 -0.30 -0.18% |
The Expected Short fall lookup presents technical context for iShares Global Inflation and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access.
Risk vs Return Analysis provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. The allocation includes a position in iShares Global Inflation within the allocation 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 inflation.
iShares Global Inflation has current Expected Short fall of
-0.27. 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 |
| = | -0.27 | |
IShares Global Expected Short fall Peers Comparison
IShares Expected Short fall Relative To Other Indicators
iShares Global Inflation 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.
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