Citigroup has current Risk Adjusted Performance of (0.28).
The Macroaxis Technical Indicators lookup allows users to check a given indicator for any equity or select from a set of available indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
|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 .
|Risk Adjusted Performance|
|Compare Citigroup to competition|
|Risk Adjusted Performance||(0.28)|
|Market Risk Adjusted Performance||(0.37)|
|Coefficient Of Variation||(453.60)|
|Total Risk Alpha||(0.26)|
|Value At Risk||(3.30)|