IShares Energy Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . iShares Energy ETF
IYE ETF  USD 60.56  -2.53  -4.01%   
IShares Energy's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

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

Methodology, Assumptions & Data Sources

The current Expected Shortfall for IShares Energy is 0. This Expected Shortfall reading for IShares Energy results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
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Statistic Functions
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Volume Indicators
Risk Adjusted Performance0.1486
Market Risk Adjusted Performance-1.50
Mean Deviation1.12
Semi Deviation1.46
Downside Deviation1.66
Coefficient Of Variation665.94
Standard Deviation1.47
Variance2.17
Information Ratio0.1397
Jensen Alpha0.2121
Total Risk Alpha0.2029
Sortino Ratio0.1241
Treynor Ratio-1.51
Maximum Drawdown6.68
Value At Risk-2.90
Potential Upside2.22
Downside Variance2.75
Semi Variance2.14
Expected Short fall-1.19
Skewness-0.72
Kurtosis0.7696
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