CALVERT LONG-TERM Total Risk Alpha
| CLDAX Fund | | | USD 15.67 -0.13 -0.82% |
The Total Risk Alpha indicator for CALVERT LONG-TERM is constructed from normalized market data. Values reflect historical observations within the available dataset. The depth of trading history affects the precision of the indicator.
Trending Equities frames the approach to diversified portfolio design. The view supports a broader understanding of portfolio structure. A position in Calvert Long Term Income is part of the allocation. This appears in the portfolio view. Portfolio construction methods define how positions are sized. The information is presented without directional commentary. 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 Long Term Income has current Total Risk Alpha of 0.0059. 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] |
| = | 0.0059 | |
| ER[a] | = | Expected return on investing in CALVERT LONG-TERM |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CALVERT LONG-TERM |
| 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 Long Term Income is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
224.05 of Maximum Drawdown per Total Risk Alpha. At
224.05 , Calvert Long Term Income'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 LONG-TERM to Peers
Other Technical Indicators