Xtrackers MSCI Unknown Indicator

Reference Data . ETFs . Germany . 
ETF . Xtrackers MSCI Emerging
XMME ETF  EUR 66.29  -2.21  -3.23%   
Observed values used in the Expected Shortfall indicator for Xtrackers MSCI Emerging are included in this dataset. Comparable indicator datasets are structured within Equity Screeners. For portfolio construction context, review Your Current Watchlist. The dataset reflects available inputs without directional implication. Adding Xtrackers MSCI Emerging to a portfolio enables side-by-side comparison with other holdings. This information is provided for contextual purposes. Broader economic conditions can influence Xtrackers MSCI Emerging's ETF valuation — related indicators include signals in median.
Xtrackers MSCI Emerging has current Expected Shortfall of 0.
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Risk Adjusted Performance0.0472
Market Risk Adjusted Performance0.1166
Mean Deviation1.04
Semi Deviation1.49
Downside Deviation1.6
Coefficient Of Variation1926.37
Standard Deviation1.42
Variance2.0
Information Ratio0.099
Jensen Alpha0.1091
Total Risk Alpha0.1943
Sortino Ratio0.0876
Treynor Ratio0.1066
Maximum Drawdown7.26
Value At Risk-2.81
Potential Upside1.77
Downside Variance2.56
Semi Variance2.23
Expected Short fall-1.08
Skewness-1.06
Kurtosis1.82
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