JOHCM EMERGING Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds . USA . 
Fund . Johcm Emerging Markets
JOEAX Fund  USD 17.43  0.40  2.35%   
JOHCM EMERGING's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

With Expected Shortfall at 0, JOHCM EMERGING shows its current reading on this measure. This reflects JOHCM EMERGING's positioning relative to its own recent range within Mutual Fund Funds.
Compare JOHCM EMERGING to Peers

Methodology, Assumptions & Data Sources

JOHCM EMERGING's Expected Shortfall currently stands at 0. This Expected Shortfall reading for JOHCM EMERGING results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.

Other Technical Indicators

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Pattern Recognition
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Risk Adjusted Performance0.0693
Market Risk Adjusted Performance0.1123
Mean Deviation1.03
Semi Deviation1.69
Downside Deviation1.84
Coefficient Of Variation1469.78
Standard Deviation1.52
Variance2.32
Information Ratio0.055
Jensen Alpha0.0845
Total Risk Alpha0.0779
Sortino Ratio0.0456
Treynor Ratio0.1023
Maximum Drawdown7.15
Value At Risk-2.52
Potential Upside1.93
Downside Variance3.37
Semi Variance2.86
Expected Short fall-0.98
Skewness-0.40
Kurtosis3.91
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