Chevron Sortino Ratio 
CVX  USA Stock  Fiscal Quarter End: December 31, 2019 
Symbol 
 =  (0.045915) 
ER[a]  =  Expected return on investing in Chevron 
ER[b]  =  Expected return on market index or selected benchmark 
DD  =  Downside Deviation 
Sortino Ratio Comparison
Chevron Corporation is rated below average in sortino ratio category among related companies. It is rated fifth in maximum drawdown category among related companies .
The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside riskSortino Ratio 

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Risk Adjusted Performance  0.0115  
Market Risk Adjusted Performance  0.0133  
Mean Deviation  0.9168  
Semi Deviation  1.26  
Downside Deviation  1.3  
Coefficient Of Variation  9914.0  
Standard Deviation  1.32  
Variance  1.74  
Information Ratio  (0.045284)  
Jensen Alpha  (0.06)  
Total Risk Alpha  (0.13)  
Sortino Ratio  (0.045915)  
Treynor Ratio  0.0033  
Maximum Drawdown  7.96  
Value At Risk  (2.18)  
Potential Upside  2.06  
Downside Variance  1.69  
Semi Variance  1.58  
Expected Short fall  (0.96)  
Skewness  0.3412  
Kurtosis  2.4 
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