CALVERT EQUITY Total Risk Alpha
| CSIEX Fund | | | USD 60.52 -1.19 -1.93% |
CALVERT EQUITY total risk alpha lookup summarizes this and related technical indicators for Calvert Equity Portfolio. Coverage depends on data availability and normalization;
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Trending Equities to better understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. This includes a position in Calvert Equity Portfolio in the portfolio view. 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 discontinued.
Calvert Equity Portfolio has current Total Risk Alpha of
-0.11. 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] |
| = | -0.11 | |
| ER[a] | = | Expected return on investing in CALVERT EQUITY |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CALVERT EQUITY |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CALVERT EQUITY Total Risk Alpha Peers Comparison
CALVERT Total Risk Alpha Relative To Other Indicators
Calvert Equity Portfolio 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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