Vanguard Canadian Unknown Indicator

Reference Data . Etfs . Canada . 
Etf . Vanguard Canadian Long Term
VLB Etf  CAD 20.30  0.04  0.20%   
Reference data associated with the Expected Shortfall technical indicator for Vanguard Canadian Long Term. Coverage may vary across instruments due to feed availability.
Vanguard Canadian Long Term has current Expected Shortfall of 0.
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Risk Adjusted Performance0.0086
Market Risk Adjusted Performance0.0052
Mean Deviation0.3395
Semi Deviation0.4673
Downside Deviation0.5103
Coefficient Of Variation4866.74
Standard Deviation0.4491
Variance0.2017
Information Ratio0.0893
Jensen Alpha0.0058
Total Risk Alpha0.0225
Sortino Ratio0.0786
Treynor Ratio-0.0048
Maximum Drawdown2.07
Value At Risk-0.92
Potential Upside0.6951
Downside Variance0.2604
Semi Variance0.2183
Expected Short fall-0.35
Skewness-0.58
Kurtosis0.7527
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