Chevron Standard Deviation 
CVX  USA Stock  USD 115.35 1.60 1.37% 
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Symbol  Refresh 
Chevron 
 =  1.77 
SQRT  =  Square root notation 
V  =  Variance of Chevron returns 
Standard Deviation Comparison
Chevron Corporation is rated below average in standard deviation category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 3.08 of Maximum Drawdown per Standard Deviation. The ratio of Maximum Drawdown to Standard Deviation for Chevron Corporation is roughly 3.08
Standard Deviation  ...

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Risk Adjusted Performance  0.0043  
Market Risk Adjusted Performance  3.0E4  
Mean Deviation  1.32  
Semi Deviation  1.8  
Downside Deviation  1.9  
Coefficient Of Variation  102913.26  
Standard Deviation  1.77  
Variance  3.13  
Information Ratio  0.039  
Jensen Alpha  0.0574  
Total Risk Alpha  0.1035  
Sortino Ratio  0.0363  
Treynor Ratio  0.009737  
Maximum Drawdown  5.44  
Value At Risk  2.81  
Potential Upside  3.2  
Downside Variance  3.61  
Semi Variance  3.24  
Expected Short fall  1.32  
Skewness  0.1234  
Kurtosis  0.025122 
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