VANGUARD TOTAL Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds . USA . 
Fund . Vanguard Total Bond
VBMFX Fund  USD 9.68  0.02  0.21%   
VANGUARD TOTAL's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

VANGUARD TOTAL registers a Expected Shortfall of 0, reflecting its current reading on this measure. This reflects VANGUARD TOTAL's positioning relative to its own recent range within Vanguard Funds.
Compare VANGUARD TOTAL to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for VANGUARD TOTAL is 0. The Expected Shortfall for VANGUARD TOTAL applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. VANGUARD TOTAL operates in the intermediate core bond sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.

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Risk Adjusted Performance-0.01
Market Risk Adjusted Performance-0.03
Mean Deviation0.2185
Semi Deviation0.2585
Downside Deviation0.3202
Coefficient Of Variation5523.6
Standard Deviation0.2813
Variance0.0791
Information Ratio-0.01
Jensen Alpha-0.0046
Total Risk Alpha-0.0043
Sortino Ratio-0.01
Treynor Ratio-0.04
Maximum Drawdown1.34
Value At Risk-0.41
Potential Upside0.4158
Downside Variance0.1025
Semi Variance0.0668
Expected Short fall-0.26
Skewness-0.31
Kurtosis0.0985
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