FABWX Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds . USA . 
Fund . Fabwx
FABWX Fund  USD 20.52  -0.21  -1.01%   
FABWX's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

The Expected Shortfall of 0 for FABWX indicates its current reading on this measure. This reflects FABWX's positioning relative to its own recent range within Mutual Fund Funds.
Compare FABWX to Peers

Methodology, Assumptions & Data Sources

FABWX has a current Expected Shortfall reading of 0. FABWX'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. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
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Pattern Recognition
Price Transform
Statistic Functions
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Volume Indicators
Risk Adjusted Performance0.1483
Market Risk Adjusted Performance0.1717
Mean Deviation0.8405
Semi Deviation0.8821
Downside Deviation1.09
Coefficient Of Variation655.87
Standard Deviation1.11
Variance1.23
Information Ratio0.1345
Jensen Alpha0.1492
Total Risk Alpha0.1475
Sortino Ratio0.1372
Treynor Ratio0.1617
Maximum Drawdown4.98
Value At Risk-1.82
Potential Upside1.62
Downside Variance1.18
Semi Variance0.7781
Expected Short fall-0.92
Skewness0.1271
Kurtosis0.5439
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