Calvert Short Total Risk Alpha
| CDSIX Fund | | | USD 15.76 -0.05 -0.32% |
The Total Risk Alpha profile for Calvert Short Duration is based on historical price and volume observations. The
Equity Screeners framework provides wider technical analysis context. For portfolio construction context, review
Trending Equities. The construction of a diversified portfolio involves managing position exposure. Adding Calvert Short Duration to a portfolio enables side-by-side comparison with other holdings. This information is provided for contextual purposes. Broader economic conditions can influence Calvert Short Duration's mutual fund valuation — related indicators include
signals in gross domestic product.
Calvert Short Duration has current Total Risk Alpha of 5.0E-4. 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] |
| = | 5.0E-4 | |
| ER[a] | = | Expected return on investing in Calvert Short |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Calvert Short |
| 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 Short Duration is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
1,388 of Maximum Drawdown per Total Risk Alpha.
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Calvert Short to Peers
Other Technical Indicators