Vanguard Mega Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . Vanguard Mega Cap
MGK ETF  USD 88.12  1.07  1.23%   
Vanguard Mega's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

Vanguard Mega has a Expected Shortfall of 0, indicating its current reading on this measure. This reflects Vanguard Mega's positioning relative to its own recent range within ETF.
Compare Vanguard Mega to Peers

Methodology, Assumptions & Data Sources

Vanguard Mega has a current Expected Shortfall reading of 0. The Expected Shortfall for Vanguard Mega applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

Other Technical Indicators

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Math Operators
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Pattern Recognition
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Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.1112
Market Risk Adjusted Performance-1.80
Mean Deviation1.01
Semi Deviation1.12
Downside Deviation1.25
Coefficient Of Variation887.0
Standard Deviation1.28
Variance1.65
Information Ratio0.1066
Jensen Alpha0.1345
Total Risk Alpha0.1375
Sortino Ratio0.1093
Treynor Ratio-1.81
Maximum Drawdown5.34
Value At Risk-1.79
Potential Upside2.03
Downside Variance1.57
Semi Variance1.26
Expected Short fall-1.04
Skewness0.2194
Kurtosis0.0955
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