Blrc Sgy Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds . USA . 
Fund . Blrc Sgy Mnp
MDMTX Fund  USD 10.39  0.02  0.19%   
Blrc Sgy's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

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

Methodology, Assumptions & Data Sources

Blrc Sgy has a current Expected Shortfall reading of 0. The Expected Shortfall for Blrc Sgy 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. Blrc Sgy operates in the municipal bond funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.

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Pattern Recognition
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Risk Adjusted Performance-0.01
Market Risk Adjusted Performance-0.04
Mean Deviation0.1432
Semi Deviation0.1993
Downside Deviation0.2828
Coefficient Of Variation4418.69
Standard Deviation0.2125
Variance0.0452
Information Ratio-0.07
Jensen Alpha-0.01
Total Risk Alpha-0.01
Sortino Ratio-0.05
Treynor Ratio-0.05
Maximum Drawdown0.9654
Value At Risk-0.29
Potential Upside0.289
Downside Variance0.08
Semi Variance0.0397
Expected Short fall-0.17
Skewness-0.37
Kurtosis3.05
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