Citigroup Risk Adjusted Performance

C -- USA Stock  

USD 55.02  0.75  1.34%

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Citigroup has current Risk Adjusted Performance of (0.28).
Citigroup 
RAP 
 = 
(ER[a] - RFR) * STD[b])/STD[b] 
RFR 
 = 
(0.28)
ER[a] =   Expected return on investing in Citigroup
RFR =   Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Comparison

Citigroup is rated below average in risk adjusted performance category among related companies. It is rated below average in maximum drawdown category among related companies .
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