Citigroup Downside Variance 
C  USA Stock  Trending 
Symbol 
 =  0.8736 
SUM  =  Summation notation 
RET DEV  =  Actual returns deviation over selected period 
N(ER)  =  Number of points with returns less than expected return for the period 
Downside Variance Comparison
Citigroup is rated fifth in downside variance category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 5.31 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Citigroup is roughly 5.31
Downside Variance 

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Citigroup Technical Signals
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Risk Adjusted Performance  0.0661  
Market Risk Adjusted Performance  0.0866  
Mean Deviation  0.8396  
Semi Deviation  0.8103  
Downside Deviation  0.9347  
Coefficient Of Variation  782.31  
Standard Deviation  1.05  
Variance  1.09  
Information Ratio  0.0122  
Jensen Alpha  (0.06)  
Total Risk Alpha  (0.12)  
Sortino Ratio  0.0136  
Treynor Ratio  0.0766  
Maximum Drawdown  4.64  
Value At Risk  (1.55)  
Potential Upside  1.77  
Downside Variance  0.8736  
Semi Variance  0.6565  
Expected Short fall  (1.00)  
Skewness  0.243  
Kurtosis  (0.30) 