Calvert Floating-rate Risk Adjusted Performance

CFOIX Fund  USD 8.98  0.01  0.11%   
Calvert Floating-rate risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Calvert Floating Rate Advantage 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 Floating Rate Advantage has current Risk Adjusted Performance of 0.1495.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1495
ER[a] = Expected return on investing in Calvert Floating-rate
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Calvert Floating-rate Risk Adjusted Performance Peers Comparison

Calvert Risk Adjusted Performance Relative To Other Indicators

Calvert Floating Rate Advantage is the top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  6.06  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Calvert Floating Rate Advantage is roughly  6.06 
Compare Calvert Floating-rate to Peers

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
Explore Investing Ideas