IShares Cohen Kurtosis
| ICF ETF | | | USD 67.94 -0.32 -0.47% |
Kurtosis is a measure of the return distribution. In a similar way to the concept of skewness, kurtosis is a descriptor of the shape of a return distribution. There are various interpretations of kurtosis, and of how particular measures should be interpreted; these are primarily peakedness (width of peak), tail weight, and lack of shoulders (distribution primarily peak and tails, not in between). Below is IShares Cohen's current Kurtosis with peer comparisons and related risk metrics.
Current Kurtosis Value
At 1.39, IShares Cohen exhibits thin tails relative to a normal distribution in Kurtosis. IShares Cohen's returns cluster closer to the mean with fewer extreme moves than a normal distribution.
Kurtosis Peers Comparison
Relative to peers, IShares Cohen's Kurtosis is above the group average of 0.56. Peer readings range from -0.1234 (iShares Consumer Discretionary) to 1.67 (SPDR Dow Jones), reflecting wide dispersion across the sector.
Kurtosis Relative To Other Indicators
The chart below plots Kurtosis against Maximum Drawdown for IShares Cohen and its peers. Each point represents one equity — position along the horizontal axis shows Kurtosis while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
IShares Cohen records a Kurtosis of
1.39 and a Maximum Drawdown of
4.96 , yielding roughly
3.58 units of Maximum Drawdown per Kurtosis. This indicates Maximum Drawdown is significantly higher than Kurtosis for IShares Cohen.
Methodology, Assumptions & Data Sources
IShares Cohen has a current Kurtosis reading of 1.39. The Kurtosis for IShares Cohen is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. 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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