Invesco SAMPP Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . Invesco SAMPP MidCap
XMMO ETF  USD 164.31  -4.29  -2.54%   
Invesco SAMPP's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

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

Methodology, Assumptions & Data Sources

Invesco SAMPP has a current Expected Shortfall reading of 0. The Expected Shortfall for Invesco SAMPP is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.

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Risk Adjusted Performance0.1429
Market Risk Adjusted Performance0.189
Mean Deviation1.16
Semi Deviation1.31
Downside Deviation1.5
Coefficient Of Variation695.51
Standard Deviation1.59
Variance2.54
Information Ratio0.134
Jensen Alpha0.2123
Total Risk Alpha0.2099
Sortino Ratio0.1426
Treynor Ratio0.179
Maximum Drawdown6.72
Value At Risk-2.54
Potential Upside3.41
Downside Variance2.24
Semi Variance1.73
Expected Short fall-1.29
Skewness0.2053
Kurtosis0.5901
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