Citigroup Mean Deviation 
C  USA Stock  USD 73.72 2.84 4.01% 
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Symbol  Refresh 
Citigroup 
 =  0.7112 
SUM  =  Summation notation 
RET DEV  =  Sum of return deviations of Citigroup 
N  =  Number of calculation points for selected time horizon 
Mean Deviation Comparison
Citigroup is rated below average in mean deviation category among related companies. It is rated third in maximum drawdown category among related companies reporting about 4.73 of Maximum Drawdown per Mean Deviation. The ratio of Maximum Drawdown to Mean Deviation for Citigroup is roughly 4.73
Mean Deviation  ...

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Risk Adjusted Performance  0.0651  
Market Risk Adjusted Performance  0.1506  
Mean Deviation  0.7112  
Semi Deviation  0.4723  
Downside Deviation  0.7932  
Coefficient Of Variation  674.54  
Standard Deviation  1.14  
Variance  1.31  
Information Ratio  0.0587  
Jensen Alpha  0.0547  
Total Risk Alpha  0.11  
Sortino Ratio  0.0846  
Treynor Ratio  0.1406  
Maximum Drawdown  3.36  
Value At Risk  1.49  
Potential Upside  1.79  
Downside Variance  0.6292  
Semi Variance  0.223  
Expected Short fall  1.13  
Skewness  1.84  
Kurtosis  5.61 
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