|Horizon||30 Days Login to change|
Citigroup Relative Risk vs. Return LandscapeIf you would invest 6,986 in Citigroup on November 10, 2018 and sell it today you would lose (1,383) from holding Citigroup or give up 19.79% of portfolio value over 30 days. Citigroup is generating negative expected returns and assumes 2.0994% volatility on return distribution over the 30 days horizon. Put is differently, 18% of equities are less volatile than the company and over 99% of traded equities are expected to make higher returns on investment over the next 30 days.
Citigroup Market Risk Analysis
Sharpe Ratio = -0.2392
Citigroup Relative Performance Indicators