QS US Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds . USA . 
Fund . Qs Small Capitalization
LMBMX Fund  USD 17.02  -0.25  -1.45%   
QS US's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

QS US's Expected Shortfall of 0 reflects its current reading on this measure. This reflects QS US's positioning relative to its own recent range within Mutual Fund Funds.
Compare QS US to Peers

Methodology, Assumptions & Data Sources

QS US's Expected Shortfall currently stands at 0. The Expected Shortfall for QS US is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.1021
Market Risk Adjusted Performance0.1171
Mean Deviation1.0
Semi Deviation1.16
Downside Deviation1.31
Coefficient Of Variation968.45
Standard Deviation1.3
Variance1.7
Information Ratio0.088
Jensen Alpha0.1131
Total Risk Alpha0.1112
Sortino Ratio0.0875
Treynor Ratio0.1071
Maximum Drawdown5.97
Value At Risk-1.98
Potential Upside1.97
Downside Variance1.72
Semi Variance1.36
Expected Short fall-1.08
Skewness0.1978
Kurtosis0.1921
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