Astoria Real Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . Astoria Real Asset
PPI ETF  USD 22.31  -0.02  -0.09%   
Astoria Real's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

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

Methodology, Assumptions & Data Sources

Astoria Real has a current Expected Shortfall reading of 0. The Expected Shortfall for Astoria Real is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.

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Risk Adjusted Performance0.1214
Market Risk Adjusted Performance0.1724
Mean Deviation0.8147
Semi Deviation1.06
Downside Deviation1.22
Coefficient Of Variation752.97
Standard Deviation1.07
Variance1.14
Information Ratio0.1391
Jensen Alpha0.1457
Total Risk Alpha0.152
Sortino Ratio0.1224
Treynor Ratio0.1624
Maximum Drawdown4.59
Value At Risk-1.61
Potential Upside1.62
Downside Variance1.48
Semi Variance1.12
Expected Short fall-0.83
Skewness-0.57
Kurtosis0.8207
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