Calvert Global Total Risk Alpha

CGRAX Fund  USD 9.31  0.00  0.00%   
Calvert Global total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Calvert Global Real or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Calvert Global Real has current Total Risk Alpha of (0.05). 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]

 = 
(0.05)
ER[a] = Expected return on investing in Calvert Global
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Calvert Global
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Calvert Global Total Risk Alpha Peers Comparison

Calvert Total Risk Alpha Relative To Other Indicators

Calvert Global Real is fourth largest fund 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 Global to Peers

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