Citigroup Risk Adjusted Performance

C Stock  MXN 1,454  0.60  0.04%   
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Citigroup has current Risk Adjusted Performance of 0.1043.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1043
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 rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  128.11  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Citigroup is roughly  128.11 
Compare Citigroup to Peers

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