CALVERT US Total Risk Alpha
| CSXRX Fund | | | USD 55.19 -0.12 -0.22% |
This technical indicator view for Total Risk Alpha organizes signals for Calvert Large Cap E and comparable instruments. Availability can vary by instrument;
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Trending Equities to understand diversified portfolio construction. Refined allocation visibility enhances overall portfolio context. This suggests a position in Calvert Large Cap E within the allocation 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 real.
Calvert Large Cap E has current Total Risk Alpha of 0.0519. 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] |
| = | 0.0519 | |
| ER[a] | = | Expected return on investing in CALVERT US |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CALVERT US |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CALVERT US Total Risk Alpha Peers Comparison
CALVERT Total Risk Alpha Relative To Other Indicators
Calvert Large Cap E is rated
fourth among mutual funds in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
134.86 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Calvert Large Cap E is roughly
134.86 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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