Calvert Emerging Correlations

Mutual Funds . USA . 
Fund . Calvert Emerging Markets
CEMCX Fund  USD 11.98  0.61  4.85%   
The current 90-days correlation between Calvert Emerging Markets and Calvert Short Duration is -0.03 (i.e., Good diversification). The correlation of Calvert Emerging is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Calvert Emerging Correlation With Market

Very poor diversification

The correlation between Calvert Emerging Markets and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Emerging Markets and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Calvert Emerging Markets. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with Calvert Mutual Fund

  0.95CDHIX Calvert Developed MarketPairCorr
  0.92CDHAX Calvert Developed MarketPairCorr
  0.92CDICX Calvert Short DurationPairCorr
  0.95CDHRX Calvert InternationalPairCorr
  0.92CDSRX Calvert Short DurationPairCorr
  0.92CDSIX Calvert Short DurationPairCorr
  0.91CVMAX Calvert Emerging MarketsPairCorr
  0.95CVMRX Calvert Emerging MarketsPairCorr
  0.95CVMIX Calvert Emerging MarketsPairCorr
  0.95CVMCX Calvert Emerging MarketsPairCorr
  0.93CEFAX Calvert Emerging MarketsPairCorr
  0.93CEFIX Congressional EffectPairCorr
  1.0CEMAX Calvert Emerging MarketsPairCorr
  0.93CFAIX Calvert ConservativePairCorr
  0.9CWVIX Calvert InternationalPairCorr
  0.9CWVGX Calvert InternationalPairCorr
  0.9CWVCX Calvert InternationalPairCorr
  0.89CFICX Calvert IncomePairCorr
  0.93CFJIX Calvert Large CapPairCorr
  0.93CFJAX Calvert Large CapPairCorr
  0.97CFWCX Calvert Global WaterPairCorr
  0.97CFWAX Calvert Global WaterPairCorr
  0.97CFWIX Calvert Global WaterPairCorr
  0.91CGARX Calvert Responsible IndexPairCorr
  0.89CGAEX Calvert Global EnergyPairCorr
  0.83CGAFX Calvert Green BondPairCorr
  0.93CGACX Calvert Global EnergyPairCorr
  0.83CGBIX Calvert Green BondPairCorr
  0.84CGLIX Calvert Global EquityPairCorr
  0.84CGLAX Calvert Global EquityPairCorr
  0.84CYBAX Calvert High YieldPairCorr
  0.84CYBRX Calvert High YieldPairCorr
  0.84CYBIX Calvert High YieldPairCorr

Moving against Calvert Mutual Fund

  0.55CEYIX Calvert Equity PortfolioPairCorr
  0.4CFOIX Calvert Floating RatePairCorr
  0.4CFOAX Calvert Floating RatePairCorr
  0.33CGJAX Calvert Large CapPairCorr
  0.32CGJIX Calvert Large CapPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Calvert Mutual Fund performing well and Calvert Emerging Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Calvert Emerging's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2026 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY