CALVERT EMERGING Total Risk Alpha
| CVMAX Fund | | | USD 23.82 -0.14 -0.58% |
The Total Risk Alpha indicator for Calvert Emerging Markets is derived from observed market data. For broader technical screening across instruments, see
Equity Screeners. Review
Trending Equities for context on portfolio diversification. The diversification view provides additional analytical depth. Calvert Emerging Markets can be added to a watchlist or portfolio for position tracking. Position weights are derived from the selected portfolio construction methodology. Broader economic conditions can influence Calvert Emerging Markets's mutual fund valuation — related indicators include
signals in nation.
Calvert Emerging Markets has current Total Risk Alpha of 0.2361. 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] |
| = | 0.2361 | |
| ER[a] | = | Expected return on investing in CALVERT EMERGING |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CALVERT EMERGING |
| 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 Emerging Markets ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
34.54 of Maximum Drawdown per Total Risk Alpha. At
34.54 , Calvert Emerging Markets'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 EMERGING to Peers
Other Technical Indicators