IShares SAMPPTSX Unknown Indicator

Reference Data . Etfs . Canada . 
Etf . iShares SAMPPTSX Completion
XMD Etf  CAD 57.31  0.05  0.09%   
Observed values used to calculate the Expected Shortfall technical indicator for iShares SAMPPTSX Completion. Indicator inputs depend on available historical price observations.
iShares SAMPPTSX Completion has current Expected Shortfall of 0.
Compare IShares SAMPPTSX to Peers

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.0746
Market Risk Adjusted Performance0.147
Mean Deviation1.06
Semi Deviation1.79
Downside Deviation1.98
Coefficient Of Variation1132.95
Standard Deviation1.53
Variance2.33
Information Ratio0.1085
Jensen Alpha0.1619
Total Risk Alpha0.2036
Sortino Ratio0.0836
Treynor Ratio0.137
Maximum Drawdown7.14
Value At Risk-3.50
Potential Upside2.13
Downside Variance3.92
Semi Variance3.2
Expected Short fall-0.99
Skewness-1.22
Kurtosis2.36
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