Strategic Allocation Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds . USA . 
Fund . Strategic Allocation Moderate
TWSMX Fund  USD 7.07  -0.04  -0.56%   
Strategic Allocation's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

Strategic Allocation has a Expected Shortfall of 0, indicating its current reading on this measure. This reflects Strategic Allocation's positioning relative to its own recent range within Mutual Fund Funds.
Compare Strategic Allocation to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Strategic Allocation is 0. The Expected Shortfall for Strategic Allocation applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.

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 Performance0.0716
Market Risk Adjusted Performance0.0787
Mean Deviation0.5603
Semi Deviation0.6025
Downside Deviation0.7318
Coefficient Of Variation1291.29
Standard Deviation0.7386
Variance0.5456
Information Ratio0.0505
Jensen Alpha0.0404
Total Risk Alpha0.0396
Sortino Ratio0.051
Treynor Ratio0.0687
Maximum Drawdown2.94
Value At Risk-1.28
Potential Upside1.21
Downside Variance0.5355
Semi Variance0.363
Expected Short fall-0.67
Skewness0.2962
Kurtosis0.5462
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