CALVERT GLOBAL Total Risk Alpha
| CAEIX Fund | | | USD 14.79 -0.16 -1.07% |
The Total Risk Alpha technical lookup provides context for Calvert Global Energy and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Trending Equities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Calvert Global Energy within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Calvert Global Energy has current Total Risk Alpha of 0.1207. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.1207 | |
| ER[a] | = | Expected return on investing in CALVERT GLOBAL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CALVERT GLOBAL |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CALVERT GLOBAL Total Risk Alpha Peers Comparison
CALVERT Total Risk Alpha Relative To Other Indicators
Calvert Global Energy is rated
fifth among mutual funds in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
55.04 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Calvert Global Energy is roughly
55.04 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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