VANGUARD SMALL-CAP Unknown Indicator

Reference Data . Mutual Funds . USA . 
Fund . Vanguard Small Cap Index
VSCIX Fund  USD 127.17  1.20  0.95%   
Reference data associated with the Expected Shortfall technical indicator for Vanguard Small Cap Index. Availability may differ across exchanges, markets, and reporting intervals.
Vanguard Small Cap Index has current Expected Shortfall of 0.
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Risk Adjusted Performance0.0201
Market Risk Adjusted Performance0.0215
Mean Deviation0.7777
Semi Deviation1.01
Downside Deviation1.06
Coefficient Of Variation4412.98
Standard Deviation1.01
Variance1.02
Information Ratio0.0532
Jensen Alpha0.0585
Total Risk Alpha0.0651
Sortino Ratio0.0507
Treynor Ratio0.0115
Maximum Drawdown5.32
Value At Risk-1.69
Potential Upside1.42
Downside Variance1.12
Semi Variance1.03
Expected Short fall-0.76
Skewness0.0536
Kurtosis0.4466
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