ALPHACENTRIC INCOME Expected Short fall
| IOFIX Fund | | | USD 7.28 0.01 0.14% |
The Expected Short fall indicator for Alphacentric Income Opportunities is derived from observed market data. The calculation draws on time-series market data across available periods. Exchange-specific data schedules may affect the recency of readings. For broader technical screening across instruments, see
Equity Screeners.
Risk vs Return Analysis provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. Portfolio balance depends on how holdings are weighted relative to each other. All values are presented as reference data. A position in Alphacentric Income Opportunities is indicated here. It is reflected in the overall portfolio structure. Position weights are derived from the portfolio construction methodology. The dataset reflects available inputs without directional implication. 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 gross domestic product.
Alphacentric Income Opportunities has current Expected Short fall of
-0.23. 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 |
| = | -0.23 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Alphacentric Income Opportunities ranks first 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.
Compare ALPHACENTRIC INCOME to Peers
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