Vanguard SAMPP Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . Vanguard SAMPP Small Cap
VIOV ETF  USD 111.72  -0.04  -0.04%   
Vanguard SAMPP's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

At 0, Vanguard SAMPP's Expected Shortfall indicates its current reading on this measure. This reflects Vanguard SAMPP's positioning relative to its own recent range within ETF.
Compare Vanguard SAMPP to Peers

Methodology, Assumptions & Data Sources

Vanguard SAMPP's Expected Shortfall currently stands at 0. Vanguard SAMPP's Expected Shortfall is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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 Performance0.0831
Market Risk Adjusted Performance0.0963
Mean Deviation0.7851
Semi Deviation0.9814
Downside Deviation1.15
Coefficient Of Variation1170.5
Standard Deviation1.04
Variance1.09
Information Ratio0.0664
Jensen Alpha0.0702
Total Risk Alpha0.0685
Sortino Ratio0.0604
Treynor Ratio0.0863
Maximum Drawdown4.81
Value At Risk-1.69
Potential Upside1.97
Downside Variance1.32
Semi Variance0.9632
Expected Short fall-0.77
Skewness-0.17
Kurtosis0.2195
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