SPDR SAMPP Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . SPDR SAMPP Global
GNR ETF  USD 74.13  0.65  0.88%   
SPDR SAMPP's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

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

Methodology, Assumptions & Data Sources

SPDR SAMPP's Expected Shortfall currently stands at 0. This Expected Shortfall reading for SPDR SAMPP results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.

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Risk Adjusted Performance0.0604
Market Risk Adjusted Performance0.1173
Mean Deviation0.9107
Semi Deviation1.23
Downside Deviation1.43
Coefficient Of Variation1654.08
Standard Deviation1.23
Variance1.5
Information Ratio0.054
Jensen Alpha0.0654
Total Risk Alpha0.0668
Sortino Ratio0.0463
Treynor Ratio0.1073
Maximum Drawdown6.05
Value At Risk-2.19
Potential Upside2.19
Downside Variance2.04
Semi Variance1.52
Expected Short fall-0.84
Skewness-0.48
Kurtosis0.6451
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