SMALLCAP WORLD Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds . USA . 
Fund . Smallcap World Fund
RSLAX Fund  USD 68.65  0.36  0.53%   
SMALLCAP WORLD's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

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

Methodology, Assumptions & Data Sources

SMALLCAP WORLD's Expected Shortfall currently stands at 0. Expected Shortfall for SMALLCAP WORLD is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.0554
Market Risk Adjusted Performance0.0607
Mean Deviation0.9473
Semi Deviation1.24
Downside Deviation1.34
Coefficient Of Variation1755.54
Standard Deviation1.34
Variance1.81
Information Ratio0.0662
Jensen Alpha0.0959
Total Risk Alpha0.0993
Sortino Ratio0.0663
Treynor Ratio0.0507
Maximum Drawdown5.82
Value At Risk-2.25
Potential Upside2.29
Downside Variance1.8
Semi Variance1.53
Expected Short fall-0.94
Skewness0.535
Kurtosis1.65
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