UBSFund Solutions Expected Short fall
| SW2UKD Etf | | | CHF 19.39 -0.45 -2.27% |
Technical inputs supporting the Expected Short fall indicator for UBSFund Solutions MSCI are shown here. Values are derived from historical price and volume observations. Review
World Market Map for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. Allocation structure reflects how positions are distributed across the portfolio. The allocation shows a weighting toward UBSFund Solutions MSCI. The weighting is visible within the allocation breakdown. The sizing of each position reflects the overall allocation strategy. This content does not constitute investment advice or a recommendation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in industry.
UBSFund Solutions MSCI has current Expected Short fall of 0. 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 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
UBSFund Solutions MSCI is rated
below average in expected short fall compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs .
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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