Before revision:  The SDR combines the Expected Shortfall (ES) and the Shortfall Deviation (SD), which we also introduce, contemplating the two fundamental pillars of the risk concept, the probability of adverse events (ES) and the variability of an expectation (SD), and considers extreme results.
After revision:  SDR combines Expected Shortfall (ES) and the Shortfall Deviation (SD), which we also introduce, contemplating the two fundamental pillars of the risk concept, the probability of adverse events (ES) and the variability of an expectation (SD), and considers extreme results.