Calvert Global Total Risk Alpha
| CGLIX Fund | | | 16.84 -0.35 -2.04% |
Reference data associated with the Total Risk Alpha technical indicator for Calvert Global Equity. Additional screening context is available through
Equity Screeners.
Calvert Global Equity has current Total Risk Alpha of 0.2377. 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] |
| = | 0.2377 | |
| ER[a] | = | Expected return on investing in Calvert Global |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Calvert Global |
| 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 Global Equity is rated
third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
50.47 of Maximum Drawdown per Total Risk Alpha. At
50.47 , Calvert Global Equity'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.
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