DIAMOND HILL Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds . USA . 
Fund . Diamond Hill Small Mid
DHMIX Fund  USD 27.03  0.33  1.24%   
DIAMOND HILL's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

At 0, DIAMOND HILL's Expected Shortfall indicates its current reading on this measure. This reflects DIAMOND HILL's positioning relative to its own recent range within Mutual Fund Funds.
Compare DIAMOND HILL to Peers

Methodology, Assumptions & Data Sources

DIAMOND HILL has a current Expected Shortfall reading of 0. The Expected Shortfall for DIAMOND HILL applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund 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 Performance-0.0034
Market Risk Adjusted Performance-0.01
Mean Deviation0.7924
Coefficient Of Variation-22,840
Standard Deviation1.05
Variance1.09
Information Ratio-0.02
Jensen Alpha-0.02
Total Risk Alpha-0.03
Treynor Ratio-0.02
Maximum Drawdown4.54
Value At Risk-1.68
Potential Upside1.79
Skewness0.2628
Kurtosis0.3993
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