Innovator SAMPP Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . Innovator SAMPP 500
UFEB ETF  USD 37.85  0.09  0.24%   
Innovator SAMPP's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

Innovator SAMPP carries a Expected Shortfall of 0, consistent with its current reading on this measure. This reflects Innovator SAMPP's positioning relative to its own recent range within ETF.
Compare Innovator SAMPP to Peers

Methodology, Assumptions & Data Sources

Innovator SAMPP has a current Expected Shortfall reading of 0. The Expected Shortfall for Innovator SAMPP is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

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Risk Adjusted Performance0.065
Market Risk Adjusted Performance0.073
Mean Deviation0.3189
Semi Deviation0.3526
Downside Deviation0.4291
Coefficient Of Variation1214.76
Standard Deviation0.4239
Variance0.1797
Information Ratio0.061
Jensen Alpha0.0253
Total Risk Alpha0.0253
Sortino Ratio0.0603
Treynor Ratio0.063
Maximum Drawdown1.8
Value At Risk-0.72
Potential Upside0.5798
Downside Variance0.1841
Semi Variance0.1243
Expected Short fall-0.34
Skewness0.2575
Kurtosis0.7388
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