Chevron Information Ratio 
CVX  USA Stock  USD 124.93 0.02 0.016% 
Symbol 
Chevron 
 =  0.0608 
ER[a]  =  Expected return on investing in Chevron 
ER[b]  =  Expected return on market index or selected benchmark 
STD[a]  =  Standard Deviation of returns on Chevron 
Information Ratio Comparison
Chevron Corporation is rated third in information ratio category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 88.57 of Maximum Drawdown per Information Ratio. The ratio of Maximum Drawdown to Information Ratio for Chevron Corporation is roughly 88.57
The higher the information ratio, the greater the chances of the manager to make money in the future. The information ratio only looks to compute the return per unit of risk undertaken for the alpha component. This is important because alpha returns are risky, as they represent a zero sum game for the market as a whole. In fact, average alpha for the market as a whole is in practice slightly less than zero because of transaction and other costs. Therefore it is easy for a manager to take on ?alpha risk? and lose money that will bite into the beta returns.Information Ratio  ...

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Risk Adjusted Performance  0.0575  
Market Risk Adjusted Performance  0.1838  
Mean Deviation  0.9204  
Semi Deviation  1.14  
Downside Deviation  1.2  
Coefficient Of Variation  1462.6  
Standard Deviation  1.21  
Variance  1.46  
Information Ratio  0.0608  
Jensen Alpha  0.073  
Total Risk Alpha  0.074  
Sortino Ratio  0.0611  
Treynor Ratio  0.1738  
Maximum Drawdown  5.39  
Value At Risk  (1.88)  
Potential Upside  1.99  
Downside Variance  1.45  
Semi Variance  1.29  
Expected Short fall  (1.00)  
Skewness  (0.033232)  
Kurtosis  0.7566 
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