Vanguard Russell Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . Vanguard Russell 2000
VTWG ETF  USD 267.40  -5.74  -2.10%   
Vanguard Russell's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

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

Methodology, Assumptions & Data Sources

Vanguard Russell has a current Expected Shortfall reading of 0. The Expected Shortfall for Vanguard Russell is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. 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.

Other Technical Indicators

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Math Operators
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Pattern Recognition
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Statistic Functions
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Volume Indicators
Risk Adjusted Performance0.1453
Market Risk Adjusted Performance0.1701
Mean Deviation1.23
Semi Deviation1.35
Downside Deviation1.58
Coefficient Of Variation682.21
Standard Deviation1.61
Variance2.58
Information Ratio0.1342
Jensen Alpha0.2113
Total Risk Alpha0.2088
Sortino Ratio0.1365
Treynor Ratio0.1601
Maximum Drawdown7.09
Value At Risk-2.43
Potential Upside2.58
Downside Variance2.49
Semi Variance1.83
Expected Short fall-1.31
Skewness0.1841
Kurtosis0.1545
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