BLACKROCK MID Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds . USA . 
Fund . BlackRock Mid Cap
BMGAX Fund  USD 30.70  -0.32  -1.03%   
BLACKROCK MID's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

BLACKROCK MID registers a Expected Shortfall of 0, reflecting its current reading on this measure. This reflects BLACKROCK MID's positioning relative to its own recent range within BlackRock Funds.
Compare BLACKROCK MID to Peers

Methodology, Assumptions & Data Sources

BLACKROCK MID's Expected Shortfall currently stands at 0. This Expected Shortfall reading for BLACKROCK MID results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. BLACKROCK MID operates in the mid-cap growth sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.

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Risk Adjusted Performance0.0437
Market Risk Adjusted Performance0.0508
Mean Deviation1.3
Semi Deviation1.64
Downside Deviation1.72
Coefficient Of Variation2309.8
Standard Deviation1.68
Variance2.82
Information Ratio0.0473
Jensen Alpha0.0886
Total Risk Alpha0.094
Sortino Ratio0.0463
Treynor Ratio0.0408
Maximum Drawdown6.55
Value At Risk-2.64
Potential Upside3.08
Downside Variance2.95
Semi Variance2.68
Expected Short fall-1.30
Skewness0.2185
Kurtosis0.1141
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