ROYCE SPECIAL Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds . USA . 
Fund . Royce Special Equity
RSEFX Fund  USD 15.70  0.09  0.58%   
ROYCE SPECIAL's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

ROYCE SPECIAL carries a Expected Shortfall of 0, consistent with its current reading on this measure. This reflects ROYCE SPECIAL's positioning relative to its own recent range within Mutual Fund Funds.
Compare ROYCE SPECIAL to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for ROYCE SPECIAL is 0. The Expected Shortfall for ROYCE SPECIAL 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. ROYCE SPECIAL operates in the small value funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.

Other Technical Indicators

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Math Operators
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Overlap Studies
Pattern Recognition
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Statistic Functions
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Volume Indicators
Risk Adjusted Performance0.0704
Market Risk Adjusted Performance0.0872
Mean Deviation0.6188
Semi Deviation0.6864
Downside Deviation0.8128
Coefficient Of Variation1328.71
Standard Deviation0.7933
Variance0.6294
Information Ratio0.0502
Jensen Alpha0.0433
Total Risk Alpha0.0416
Sortino Ratio0.049
Treynor Ratio0.0772
Maximum Drawdown3.76
Value At Risk-1.18
Potential Upside1.43
Downside Variance0.6607
Semi Variance0.4712
Expected Short fall-0.69
Skewness0.1711
Kurtosis-0.06
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