GLOBAL TECHNOLOGY Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds . USA . 
Fund . Global Technology Portfolio
JGLTX Fund  USD 28.58  0.97  3.51%   
GLOBAL TECHNOLOGY's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

A Expected Shortfall of 0 for GLOBAL TECHNOLOGY signals its current reading on this measure. This reflects GLOBAL TECHNOLOGY's positioning relative to its own recent range within Janus Henderson Funds.
Compare GLOBAL TECHNOLOGY to Peers

Methodology, Assumptions & Data Sources

GLOBAL TECHNOLOGY has a current Expected Shortfall reading of 0. Expected Shortfall for GLOBAL TECHNOLOGY is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. GLOBAL TECHNOLOGY operates in the technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.

Other Technical Indicators

Cycle Indicators
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Overlap Studies
Pattern Recognition
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Risk Adjusted Performance0.1527
Market Risk Adjusted Performance0.224
Mean Deviation1.31
Semi Deviation1.4
Downside Deviation1.72
Coefficient Of Variation649.21
Standard Deviation1.67
Variance2.81
Information Ratio0.1421
Jensen Alpha0.2365
Total Risk Alpha0.2308
Sortino Ratio0.1384
Treynor Ratio0.214
Maximum Drawdown7.2
Value At Risk-2.38
Potential Upside3.51
Downside Variance2.96
Semi Variance1.96
Expected Short fall-1.42
Skewness0.0757
Kurtosis-0.16
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