IShares SAMPP Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . iShares SAMPP Mid Cap
IJJ ETF  USD 143.18  0.01  0.01%   
IShares SAMPP's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

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

Methodology, Assumptions & Data Sources

The current Expected Shortfall for IShares SAMPP is 0. Expected Shortfall for IShares SAMPP is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other 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 Performance0.0641
Market Risk Adjusted Performance0.0708
Mean Deviation0.7869
Semi Deviation0.9247
Downside Deviation0.9776
Coefficient Of Variation1523.51
Standard Deviation1.05
Variance1.1
Information Ratio0.0466
Jensen Alpha0.0492
Total Risk Alpha0.048
Sortino Ratio0.0499
Treynor Ratio0.0608
Maximum Drawdown4.91
Value At Risk-1.63
Potential Upside2.12
Downside Variance0.9557
Semi Variance0.855
Expected Short fall-0.86
Skewness0.3011
Kurtosis0.3586
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