VELA Large Expected Short fall
| VELAX Fund | | | USD 16.13 0.11 0.69% |
The Expected Short fall signal for Vela Large Cap reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges. Review
World Market Map to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Vela Large Cap can be added to a watchlist or portfolio for position tracking. Position allocation is driven by the portfolio construction model in use. Broader economic conditions can influence Vela Large Cap's mutual fund valuation — related indicators include
signals in nation.
Vela Large Cap has current Expected Short fall of
-0.66. 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 |
| = | -0.66 | |
Expected Short fall Peers Comparison
Expected Short fall Relative To Other Indicators
Vela Large Cap is rated
fifth 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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