Calvert Developed Market Risk Adjusted Performance
| CDHIX Fund | | | USD 37.39 -1.18 -3.06% |
The Market Risk Adjusted Performance profile for Calvert Developed Market is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods.
Trending Equities provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. This reflects a position in Calvert Developed Market. This is situated 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 Developed Market has current Market Risk Adjusted Performance of 0.0073.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0073 | |
| ER[a] | = | Expected return on investing in Calvert Developed |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Calvert Developed Market is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
838.05 of Maximum Drawdown per Market Risk Adjusted Performance. At
838.05 , Calvert Developed Market's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators