CALVERT MODERATE Total Risk Alpha
| CMAAX Fund | | | USD 22.85 -0.08 -0.35% |
Technical inputs supporting the Total Risk Alpha indicator for Calvert Moderate Allocation are shown here. Cross-instrument Total Risk Alpha comparisons are available via
Equity Screeners.
Trending Equities provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. Monitoring Calvert Moderate Allocation within a portfolio highlights how it interacts with other holdings. Rebalancing tools flag when weights drift from target allocations. Broader economic conditions can influence Calvert Moderate Allocation's mutual fund valuation — related indicators include
signals in nation.
Calvert Moderate Allocation has current Total Risk Alpha of 0.0079. 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] |
| = | 0.0079 | |
| ER[a] | = | Expected return on investing in CALVERT MODERATE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CALVERT MODERATE |
| 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 Moderate Allocation is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
349.32 of Maximum Drawdown per Total Risk Alpha. At
349.32 , Calvert Moderate Allocation'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 MODERATE to Peers
Other Technical Indicators