FT Cboe Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . FT Cboe Vest
DNOV ETF  USD 50.61  -0.02  -0.04%   
FT Cboe's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

At 0, FT Cboe exhibits its current reading on this measure in Expected Shortfall. This reflects FT Cboe's positioning relative to its own recent range within ETF.
Compare FT Cboe to Peers

Methodology, Assumptions & Data Sources

FT Cboe's Expected Shortfall currently stands at 0. FT Cboe's Expected Shortfall is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

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Risk Adjusted Performance0.1209
Market Risk Adjusted Performance0.1362
Mean Deviation0.3546
Semi Deviation0.3018
Downside Deviation0.4157
Coefficient Of Variation731.6
Standard Deviation0.4615
Variance0.213
Information Ratio0.0936
Jensen Alpha0.0489
Total Risk Alpha0.0483
Sortino Ratio0.1039
Treynor Ratio0.1262
Maximum Drawdown1.92
Value At Risk-0.75
Potential Upside0.5809
Downside Variance0.1728
Semi Variance0.0911
Expected Short fall-0.40
Skewness0.3866
Kurtosis1.02
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