VANGUARD TARGET Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds . USA . 
Fund . Vanguard Target Retirement
VFIFX Fund  USD 64.40  -0.44  -0.68%   
VANGUARD TARGET's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

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

Methodology, Assumptions & Data Sources

The current Expected Shortfall for VANGUARD TARGET is 0. The Expected Shortfall for VANGUARD TARGET applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. VANGUARD TARGET operates in the target risk funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.

Other Technical Indicators

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Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
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Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.1178
Market Risk Adjusted Performance0.1329
Mean Deviation0.7413
Semi Deviation0.7591
Downside Deviation0.9077
Coefficient Of Variation819.79
Standard Deviation0.9817
Variance0.9638
Information Ratio0.1017
Jensen Alpha0.1009
Total Risk Alpha0.0997
Sortino Ratio0.11
Treynor Ratio0.1229
Maximum Drawdown3.86
Value At Risk-1.64
Potential Upside1.74
Downside Variance0.824
Semi Variance0.5763
Expected Short fall-0.82
Skewness0.2733
Kurtosis0.7636
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