SPDR SSGA Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . SPDR SSGA Large
LGLV ETF  USD 180.11  -1.38  -0.76%   
SPDR SSGA's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

A Expected Shortfall of 0 for SPDR SSGA signals its current reading on this measure. This reflects SPDR SSGA's positioning relative to its own recent range within ETF.
Compare SPDR SSGA to Peers

Methodology, Assumptions & Data Sources

SPDR SSGA's Expected Shortfall currently stands at 0. The Expected Shortfall for SPDR SSGA is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. 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 Performance0.0283
Market Risk Adjusted Performance-8.51
Mean Deviation0.4767
Semi Deviation0.6434
Downside Deviation0.6857
Coefficient Of Variation2786.45
Standard Deviation0.611
Variance0.3733
Information Ratio0.0211
Jensen Alpha0.0119
Total Risk Alpha0.0126
Sortino Ratio0.0188
Treynor Ratio-8.52
Maximum Drawdown2.6
Value At Risk-1.08
Potential Upside1.04
Downside Variance0.4702
Semi Variance0.4139
Expected Short fall-0.45
Skewness-0.16
Kurtosis0.1089
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