TEMPLETON FOREIGN Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds . USA . 
Fund . Templeton Foreign Fund
TEFRX Fund  USD 9.96  -0.11  -1.09%   
TEMPLETON FOREIGN's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

A Expected Shortfall of 0 for TEMPLETON FOREIGN signals its current reading on this measure. This reflects TEMPLETON FOREIGN's positioning relative to its own recent range within Mutual Fund Funds.
Compare TEMPLETON FOREIGN to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for TEMPLETON FOREIGN is 0. This Expected Shortfall reading for TEMPLETON FOREIGN results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.

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Risk Adjusted Performance0.0167
Market Risk Adjusted Performance0.0179
Mean Deviation0.9374
Semi Deviation1.2
Downside Deviation1.25
Coefficient Of Variation6850.05
Standard Deviation1.3
Variance1.7
Information Ratio0.0027
Jensen Alpha0.0028
Total Risk Alpha0.0016
Sortino Ratio0.0028
Treynor Ratio0.0079
Maximum Drawdown5.58
Value At Risk-2.01
Potential Upside2.08
Downside Variance1.55
Semi Variance1.44
Expected Short fall-1.02
Skewness0.3688
Kurtosis1.24
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