| CFOIX Fund | | | USD 8.98 0.01 0.11% |
Calvert Floating-rate total-risk-alpha 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
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Calvert Floating Rate Advantage has current Total Risk Alpha of 0.004. 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] |
| = | 0.004 | |
| ER[a] | = | Expected return on investing in Calvert Floating-rate |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Calvert Floating-rate |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Calvert Floating-rate Total Risk Alpha Peers Comparison
Calvert Total Risk Alpha Relative To Other Indicators
Calvert Floating Rate Advantage is the top fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
226.53 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Calvert Floating Rate Advantage is roughly
226.53 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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