Global X Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . Global X Video
HERO ETF  USD 25.97  -0.65  -2.44%   
Global X's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

The current Expected Shortfall of 0 places Global X at its current reading on this measure. This reflects Global X's positioning relative to its own recent range within ETF.
Compare Global X to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Global X is 0. This Expected Shortfall reading for Global X 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. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.

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Risk Adjusted Performance-0.1
Market Risk Adjusted Performance-1.07
Mean Deviation1.2
Coefficient Of Variation-938.14
Standard Deviation1.51
Variance2.28
Information Ratio-0.12
Jensen Alpha-0.17
Total Risk Alpha-0.19
Treynor Ratio-1.08
Maximum Drawdown5.83
Value At Risk-2.98
Potential Upside1.94
Skewness-0.26
Kurtosis-0.22
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