Permanent Portfolio Expected Short fall
| PRPFX Fund | | | USD 77.70 -0.70 -0.89% |
Observed values used in the Expected Short fall indicator for Permanent Portfolio Class are included in this dataset. Market data gaps can influence the computed indicator values.
Your Equity Center provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. A position in Permanent Portfolio Class is indicated here. It is reflected in the overall portfolio structure. 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 price.
Permanent Portfolio Class has current Expected Short fall of
-0.74. 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 |
| = | -0.74 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Permanent Portfolio Class 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.
Compare Permanent Portfolio to Peers
Other Technical Indicators