Citigroup Semi Variance 
C  USA Stock  Fiscal Quarter End: March 31, 2020 
Symbol 
 =  0.4797 
SUM  =  Summation notation 
RET DEV  =  Actual return deviation over selected period 
N(ZERO)  =  Number of points with returns less than zero 
Semi Variance Comparison
Citigroup is rated below average in semi variance category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 10.11 of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Citigroup is roughly 10.11
Semi Variance 

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Citigroup Technical Signals
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Risk Adjusted Performance  0.1014  
Market Risk Adjusted Performance  (1.13)  
Mean Deviation  0.8491  
Semi Deviation  0.6926  
Downside Deviation  0.9078  
Coefficient Of Variation  499.36  
Standard Deviation  1.07  
Variance  1.15  
Information Ratio  0.0674  
Jensen Alpha  0.2289  
Total Risk Alpha  (0.09)  
Sortino Ratio  0.0797  
Treynor Ratio  (1.14)  
Maximum Drawdown  4.85  
Value At Risk  (1.52)  
Potential Upside  1.99  
Downside Variance  0.8242  
Semi Variance  0.4797  
Expected Short fall  (1.04)  
Skewness  0.366  
Kurtosis  (0.08) 