Calvert US Total Risk Alpha
| CGJIX Fund | | | USD 73.57 -0.19 -0.26% |
The Total Risk Alpha technical lookup provides context for Calvert Large Cap and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Trending Equities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Calvert Large Cap 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 Large Cap has current Total Risk Alpha of
-0.04. 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] |
| = | -0.04 | |
| ER[a] | = | Expected return on investing in Calvert US |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Calvert US |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Calvert US Total Risk Alpha Peers Comparison
Calvert 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 .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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