Calvert Floating-rate Total Risk Alpha
| CFORX Fund | | | USD 8.57 -0.01 -0.12% |
This technical indicator view for Total Risk Alpha organizes signals for Calvert Floating Rate Advantage and comparable instruments. Availability can vary by instrument;
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Trending Equities to understand diversified portfolio construction. Refined allocation visibility enhances overall portfolio context. This suggests a position in Calvert Floating Rate Advantage within the allocation view. 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 real.
Calvert Floating Rate Advantage has current Total Risk Alpha of
-0.02. 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] |
| = | -0.02 | |
| ER[a] | = | Expected return on investing in Calvert Floating-rate |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Calvert Floating-rate |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Calvert Floating-rate Total Risk Alpha Peers Comparison
Calvert Total Risk Alpha Relative To Other Indicators
Calvert Floating Rate Advantage is rated
below average. in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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