Vanguard Large Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . Vanguard Large Cap Index
VV ETF  USD 339.72  0.67  0.20%   
Vanguard Large's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

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

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Vanguard Large is 0. This Expected Shortfall reading for Vanguard Large results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

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Risk Adjusted Performance0.1199
Market Risk Adjusted Performance0.1308
Mean Deviation0.7357
Semi Deviation0.7477
Downside Deviation0.88
Coefficient Of Variation803.41
Standard Deviation0.9486
Variance0.8999
Information Ratio0.1162
Jensen Alpha0.11
Total Risk Alpha0.1102
Sortino Ratio0.1253
Treynor Ratio0.1208
Maximum Drawdown3.71
Value At Risk-1.53
Potential Upside1.37
Downside Variance0.7743
Semi Variance0.5591
Expected Short fall-0.81
Skewness0.2974
Kurtosis0.6332
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