Calvert Responsible Risk Adjusted Performance
CGARX Fund | USD 27.96 0.02 0.07% |
Calvert |
| = | 0.0078 |
ER[a] | = | Expected return on investing in Calvert Responsible |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Calvert Responsible Risk Adjusted Performance Peers Comparison
Calvert Risk Adjusted Performance Relative To Other Indicators
Calvert Responsible Index is the top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 480.06 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Calvert Responsible Index is roughly 480.06
Risk Adjusted Performance |
Compare Calvert Responsible to Peers |
Thematic Opportunities
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Calvert Responsible Technical Signals
All Calvert Responsible Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0078 | |||
Market Risk Adjusted Performance | (0.01) | |||
Mean Deviation | 0.4555 | |||
Semi Deviation | 0.6511 | |||
Downside Deviation | 0.6682 | |||
Coefficient Of Variation | 7264.17 | |||
Standard Deviation | 0.6053 | |||
Variance | 0.3664 | |||
Information Ratio | (0.07) | |||
Jensen Alpha | (0) | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.07) | |||
Treynor Ratio | (0.02) | |||
Maximum Drawdown | 3.74 | |||
Value At Risk | (0.78) | |||
Potential Upside | 0.7568 | |||
Downside Variance | 0.4465 | |||
Semi Variance | 0.4239 | |||
Expected Short fall | (0.46) | |||
Skewness | (0.99) | |||
Kurtosis | 3.23 |