CALVERT INTERNATIONAL Total Risk Alpha
| CWVIX Fund | | | USD 24.90 -0.52 -2.05% |
Historical market data for Calvert International Equity forms the basis of the Total Risk Alpha indicator shown here. Coverage may vary depending on data availability and normalization methods. Use
Trending Equities to better understand diversified portfolio construction. The dataset reflects available inputs without directional implication. Tracking Calvert International Equity in a portfolio helps measure its contribution to overall performance. All values are presented as reference data. Broader economic conditions can influence Calvert International Equity's mutual fund valuation — related indicators include
signals in gross domestic product.
Calvert International Equity has current Total Risk Alpha of
-0.01. 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] |
| = | -0.01 | |
| ER[a] | = | Expected return on investing in CALVERT INTERNATIONAL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CALVERT INTERNATIONAL |
| 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 International Equity 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.
Compare CALVERT INTERNATIONAL to Peers
Other Technical Indicators