DEFINITION of 'ExPost Risk'
A type of risk measurement technique that uses historic returns to predict the riskiness of a certain investment in the future. This type of risk measure is the equivalent of the statistical variance of an asset's returns relative to its mean.
INVESTOPEDIA EXPLAINS 'ExPost Risk'
Using historic returns as a measure of future risk has been a traditional method used by investors to determine the riskiness of a given asset. Expost risk is often used in value at risk analysis  a tool used to give investors a best estimate of the maximum amount of loss that they could expect to incur on any given trading day.
RELATED TERMS

Variance
The spread between numbers in a data set, measuring Variance ... 
Conditional Value At Risk  CVaR
A risk assessment technique often used to reduce the probability ... 
Tracking Error
A divergence between the price behavior of a position or a portfolio ... 
Mean
The simple mathematical average of a set of two or more numbers. ... 
Risk
The chance that an investment's actual return will be different ... 
Value At Risk  VaR
A statistical technique used to measure and quantify the level ...
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