Hartford Multifactor Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . Hartford Multifactor Developed
RODM ETF  USD 40.98  -0.49  -1.18%   
Hartford Multifactor's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

The Expected Shortfall of 0 for Hartford Multifactor indicates its current reading on this measure. This reflects Hartford Multifactor's positioning relative to its own recent range within ETF.
Compare Hartford Multifactor to Peers

Methodology, Assumptions & Data Sources

Hartford Multifactor has a current Expected Shortfall reading of 0. Expected Shortfall for Hartford Multifactor is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.

Other Technical Indicators

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Math Operators
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Pattern Recognition
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Statistic Functions
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Volume Indicators
Risk Adjusted Performance0.0593
Market Risk Adjusted Performance0.076
Mean Deviation0.6351
Semi Deviation0.8296
Downside Deviation0.9654
Coefficient Of Variation1605.9
Standard Deviation0.8911
Variance0.794
Information Ratio0.0449
Jensen Alpha0.0417
Total Risk Alpha0.0404
Sortino Ratio0.0414
Treynor Ratio0.066
Maximum Drawdown3.75
Value At Risk-1.47
Potential Upside1.47
Downside Variance0.932
Semi Variance0.6883
Expected Short fall-0.64
Skewness0.08
Kurtosis0.9041
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