Calvert Moderate Total Risk Alpha
| CMACX Fund | | | USD 21.35 -0.08 -0.37% |
Calvert Moderate total risk alpha lookup summarizes this and related technical indicators for Calvert Moderate Allocation. Some instruments may have limited coverage due to data differences;
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Calvert Moderate Allocation has current Total Risk Alpha of 0.0373. 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] |
| = | 0.0373 | |
| 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 |
Calvert Moderate Total Risk Alpha Peers Comparison
Calvert 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
98.14 of Maximum Drawdown per Total Risk Alpha. At
98.14 , 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.
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