First Trust Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . First Trust Nasdaq
FTXG ETF  USD 22.29  -0.21  -0.93%   
First Trust's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

First Trust has a Expected Shortfall of 0, indicating its current reading on this measure. This reflects First Trust's positioning relative to its own recent range within ETF.
Compare First Trust to Peers

Methodology, Assumptions & Data Sources

First Trust's Expected Shortfall currently stands at 0. First Trust'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. 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 ETF metric is provided for analytical reference.

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Risk Adjusted Performance0.0166
Market Risk Adjusted Performance0.0331
Mean Deviation0.7333
Semi Deviation0.9103
Downside Deviation0.9643
Coefficient Of Variation5587.97
Standard Deviation0.9066
Variance0.8219
Information Ratio-0.0041
Jensen Alpha0.0036
Total Risk Alpha-0.0031
Sortino Ratio-0.0038
Treynor Ratio0.0231
Maximum Drawdown3.92
Value At Risk-1.61
Potential Upside1.4
Downside Variance0.9299
Semi Variance0.8287
Expected Short fall-0.77
Skewness-0.27
Kurtosis-0.44
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