IShares SAMPPTSX Unknown Indicator

Reference Data . Etfs . Canada . 
Etf . iShares SAMPPTSX Canadian
CDZ Etf  CAD 43.20  0.17  0.40%   
Reference data associated with the Expected Shortfall technical indicator for iShares SAMPPTSX Canadian. Indicator values reflect available price and volume data where applicable.
iShares SAMPPTSX Canadian has current Expected Shortfall of 0.
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Risk Adjusted Performance0.0638
Market Risk Adjusted Performance0.1729
Mean Deviation0.4378
Semi Deviation0.8811
Downside Deviation1.02
Coefficient Of Variation1218.42
Standard Deviation0.7182
Variance0.5159
Information Ratio0.125
Jensen Alpha0.0612
Total Risk Alpha0.0861
Sortino Ratio0.0878
Treynor Ratio0.1629
Maximum Drawdown4.5
Value At Risk-0.85
Potential Upside0.7833
Downside Variance1.05
Semi Variance0.7764
Expected Short fall-0.41
Skewness-2.95
Kurtosis16.06
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