BMO Real Unknown Indicator

Reference Data . Etfs . Canada . 
Etf . BMO Real Return
ZRR Etf  CAD 14.04  0.09  0.65%   
Observed values used to calculate the Expected Shortfall technical indicator for BMO Real Return. Additional screening context is available through Equity Screeners.
BMO Real Return has current Expected Shortfall of 0.
Compare BMO Real to Peers

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Risk Adjusted Performance0.0638
Market Risk Adjusted Performance0.1441
Mean Deviation0.2712
Semi Deviation0.2883
Downside Deviation0.3683
Coefficient Of Variation1027.1
Standard Deviation0.3421
Variance0.117
Information Ratio0.1876
Jensen Alpha0.0304
Total Risk Alpha0.041
Sortino Ratio0.1742
Treynor Ratio0.1341
Maximum Drawdown1.58
Value At Risk-0.50
Potential Upside0.6452
Downside Variance0.1356
Semi Variance0.0831
Expected Short fall-0.29
Skewness-0.24
Kurtosis0.0693
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