Vanguard Total Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . Vanguard Total Bond
BND ETF  USD 73.55  0.19  0.26%   
Vanguard Total's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

The current Expected Shortfall of 0 places Vanguard Total at its current reading on this measure. This reflects Vanguard Total's positioning relative to its own recent range within ETF.
Compare Vanguard Total to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Vanguard Total is 0. The Expected Shortfall for Vanguard Total applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.003
Market Risk Adjusted Performance-0.01
Mean Deviation0.2201
Semi Deviation0.2698
Downside Deviation0.294
Coefficient Of Variation3423.22
Standard Deviation0.2743
Variance0.0752
Information Ratio6.0E-4
Jensen Alpha-0.0017
Total Risk Alpha-0.0014
Sortino Ratio5.0E-4
Treynor Ratio-0.02
Maximum Drawdown1.27
Value At Risk-0.45
Potential Upside0.4233
Downside Variance0.0865
Semi Variance0.0728
Expected Short fall-0.23
Skewness-0.44
Kurtosis0.0623
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