Citigroup Mean Deviation 
C  USA Stock  USD 70.64 0.97 1.39% 
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Symbol  Refresh 
Citigroup 
 =  0.8025 
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 fifth in mean deviation category among related companies. It is rated fourth in maximum drawdown category among related companies reporting about 4.76 of Maximum Drawdown per Mean Deviation. The ratio of Maximum Drawdown to Mean Deviation for Citigroup is roughly 4.76
Mean Deviation  ...

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Risk Adjusted Performance  0.0295  
Market Risk Adjusted Performance  0.2847  
Mean Deviation  0.8025  
Semi Deviation  1.23  
Downside Deviation  1.53  
Coefficient Of Variation  2127.82  
Standard Deviation  1.06  
Variance  1.13  
Information Ratio  0.0093  
Jensen Alpha  0.0356  
Total Risk Alpha  0.021894  
Sortino Ratio  0.0065  
Treynor Ratio  0.2747  
Maximum Drawdown  3.82  
Value At Risk  1.94  
Potential Upside  1.33  
Downside Variance  2.35  
Semi Variance  1.51  
Expected Short fall  0.68  
Skewness  0.84  
Kurtosis  0.1029 