VANGUARD SMALL-CAP Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds . USA . 
Fund . Vanguard Small Cap Value
VSIAX Fund  USD 99.71  1.08  1.10%   
VANGUARD SMALL-CAP's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

With Expected Shortfall at 0, VANGUARD SMALL-CAP shows its current reading on this measure. This reflects VANGUARD SMALL-CAP's positioning relative to its own recent range within Mutual Fund Funds.
Compare VANGUARD SMALL-CAP to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for VANGUARD SMALL-CAP is 0. VANGUARD SMALL-CAP'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. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.

Other Technical Indicators

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Math Operators
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Pattern Recognition
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Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.038
Market Risk Adjusted Performance0.0406
Mean Deviation0.761
Semi Deviation0.9567
Downside Deviation1.01
Coefficient Of Variation2578.58
Standard Deviation1.01
Variance1.02
Information Ratio0.0407
Jensen Alpha0.0404
Total Risk Alpha0.0415
Sortino Ratio0.0405
Treynor Ratio0.0306
Maximum Drawdown4.39
Value At Risk-1.56
Potential Upside1.88
Downside Variance1.02
Semi Variance0.9154
Expected Short fall-0.77
Skewness0.2012
Kurtosis0.2761
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