Citigroup Semi Variance

C -- USA Stock  

USD 74.15  0.64  0.87%

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Citigroup has current Semi Variance of 0.3095. Semi-variance provides a good measure of downside volatility for a equity or a portfolio. It is similar to Variance, but it only looks at periods where the returns are less than the target or average level.
Citigroup 
Semi Variance 
 = 
SUM(RET DEV)2 
N(ZERO) 
 = 
0.3095
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 third in semi variance category among related companies. It is rated third in maximum drawdown category among related companies reporting about  14.30  of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Citigroup is roughly  14.30 
Semi-variance is the square of semi-deviation. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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