|MAX||=||Maximum notation for the range of returns on Chevron|
Maximum Drawdown ComparisonThe MDD is one of the most important risk measures. It measures the loss in any losing period and is usually defined as the percent retrenchment from an asset peak value to the valley value. Maximum drawdown encompasses both the period from the peak to the valley (length), and the time from the valley to a new high (recovery). It measures the largest percentage drawdown that has occurred in a given time period.
|Compare Chevron to competition|
|Risk Adjusted Performance||0.02553|
|Market Risk Adjusted Performance||0.13|
|Coefficient Of Variation||1,949|
|Total Risk Alpha||0.37|
|Value At Risk||2.15|