Citigroup Risk Adjusted Performance

C Stock  USD 51.93  0.00  0.00%   
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Citigroup has current Risk Adjusted Performance of 0.1569.
RAP 
 = 
(ER[a] - RFR) * STD[b])/STD[b] 
RFR 
 = 
0.1569
ER[a] = Expected return on investing in Citigroup
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Citigroup Risk Adjusted Performance Peers Comparison

Citigroup Risk Adjusted Performance Relative To Other Indicators

Citigroup is number one stock in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  64.58  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Citigroup is roughly  64.58 
Compare Citigroup to Peers

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