Calvert Developed Total Risk Alpha
| CDHIX Fund | | | USD 38.35 0.96 2.57% |
The Total Risk Alpha 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. This view summarizes available data without implying outcomes. Adding Calvert Developed Market to a portfolio enables side-by-side comparison with other holdings. The dataset reflects available inputs without directional implication. Broader economic conditions can influence Calvert Developed Market's mutual fund valuation — related indicators include
signals in gross domestic product.
Calvert Developed Market has current Total Risk Alpha of 0.138. 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] |
| = | 0.138 | |
| ER[a] | = | Expected return on investing in Calvert Developed |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Calvert Developed |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Calvert Developed Market is rated
fourth in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
44.33 of Maximum Drawdown per Total Risk Alpha. At
44.33 , Calvert Developed Market's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Calvert Developed to Peers
Other Technical Indicators