CALVERT EMERGING Market Risk Adjusted Performance
| CVMIX Fund | | | USD 24.16 -0.03 -0.12% |
The Market Risk Adjusted Performance technical lookup provides context for Calvert Emerging Markets and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Trending Equities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Calvert Emerging Markets within the portfolio mix. 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 gross domestic product.
Calvert Emerging Markets has current Market Risk Adjusted Performance of 0.1157.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1157 | |
| ER[a] | = | Expected return on investing in CALVERT EMERGING |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
CALVERT EMERGING Market Risk Adjusted Performance Peers Comparison
CALVERT Market Risk Adjusted Performance Relative To Other Indicators
Calvert Emerging Markets is rated
fifth in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
70.84 of Maximum Drawdown per Market Risk Adjusted Performance. At
70.84 , Calvert Emerging Markets's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
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