Citigroup Total Risk Alpha

C -- USA Stock  

USD 66.34  0.41  0.61%

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Citigroup has current Total Risk Alpha of 0.0. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Citigroup 
Total Risk Alpha 
 = 
RFR + (ER[b] - ER[a]) 
x  
STD[a] / STD[b] 
 = 
0.0
ER[a] =   Expected return on investing in Citigroup
ER[b] =   Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Citigroup
STD[b] =   Standard Deviation of selected market or benchmark
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Total Risk Alpha Comparison

Citigroup is rated below average in total risk alpha category among related companies. It is rated below average in maximum drawdown category among related companies .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.
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