Calvert Large Total Risk Alpha
| CGJAX Fund | | | USD 70.46 0.91 1.31% |
The Total Risk Alpha reading for Calvert Large Cap is computed from historical trading observations. Normalization methods and data feeds may affect reported values. Use
Trending Equities to better understand diversified portfolio construction. The diversification view provides additional analytical depth. This reflects a position in Calvert Large Cap. 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 nation.
Calvert Large Cap has current Total Risk Alpha of 0.0064. 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] |
| = | 0.0064 | |
| ER[a] | = | Expected return on investing in Calvert Large |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Calvert Large |
| 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 Large Cap is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
640.58 of Maximum Drawdown per Total Risk Alpha. At
640.58 , Calvert Large Cap'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 Large to Peers
Other Technical Indicators