Ing Intermediate Expected Short fall
| IPIIX Fund | | | USD 11.06 -0.02 -0.18% |
The Expected Short fall technical lookup provides context for Ing Intermediate Bond and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Risk vs Return Analysis provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Ing Intermediate Bond within the portfolio mix. 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.
Ing Intermediate Bond has current Expected Short fall of
-0.19. 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 |
| = | -0.19 | |
Ing Intermediate Expected Short fall Peers Comparison
Ing Expected Short fall Relative To Other Indicators
Ing Intermediate Bond is rated
below average. 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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