Innovator SAMPP Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . Innovator SAMPP 500
UJUL ETF  USD 40.07  0.07  0.18%   
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's Expected Shortfall currently stands at 0. This Expected Shortfall reading for Innovator SAMPP results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.

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Risk Adjusted Performance0.1024
Market Risk Adjusted Performance0.1228
Mean Deviation0.3403
Semi Deviation0.3319
Downside Deviation0.4545
Coefficient Of Variation852.6
Standard Deviation0.466
Variance0.2172
Information Ratio0.0746
Jensen Alpha0.0407
Total Risk Alpha0.0399
Sortino Ratio0.0765
Treynor Ratio0.1128
Maximum Drawdown1.88
Value At Risk-0.75
Potential Upside0.7072
Downside Variance0.2065
Semi Variance0.1102
Expected Short fall-0.38
Skewness0.5272
Kurtosis2.27
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