Calvert Us Correlations

Mutual Funds . USA . 
Fund . Calvert Large Cap
CFJAX Fund  USD 36.44  0.27  0.75%   
The current 90-days correlation between Calvert Large Cap and Ab Discovery Value is 0.83 (i.e., Very poor diversification). The correlation of Calvert Us 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 Us Correlation With Market

Almost no diversification

The correlation between Calvert Large Cap and DJI is 0.96 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Large Cap 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 Large Cap. 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 nation.

Moving together with Calvert Mutual Fund

  0.96CDHIX Calvert Developed MarketPairCorr
  0.96CDHAX Calvert Developed MarketPairCorr
  0.94CDICX Calvert Short DurationPairCorr
  0.96CDHRX Calvert InternationalPairCorr
  0.94CDSRX Calvert Short DurationPairCorr
  0.94CDSIX Calvert Short DurationPairCorr
  0.9CVMAX Calvert Emerging MarketsPairCorr
  0.9CVMRX Calvert Emerging MarketsPairCorr
  0.9CVMIX Calvert Emerging MarketsPairCorr
  0.9CVMCX Calvert Emerging MarketsPairCorr
  0.92CEFAX Calvert Emerging MarketsPairCorr
  0.92CEFIX Congressional EffectPairCorr
  0.91CEMCX Calvert Emerging MarketsPairCorr
  0.91CEMAX Calvert Emerging MarketsPairCorr
  0.71CEYRX Calvert EquityPairCorr
  0.94CFAIX Calvert ConservativePairCorr
  0.89CWVIX Calvert InternationalPairCorr
  0.88CWVGX Calvert InternationalPairCorr
  0.88CWVCX Calvert InternationalPairCorr
  0.91CFICX Calvert IncomePairCorr
  1.0CFJIX Calvert Large CapPairCorr
  0.96CFWCX Calvert Global WaterPairCorr
  0.96CFWAX Calvert Global WaterPairCorr
  0.96CFWIX Calvert Global WaterPairCorr
  0.92CGARX Calvert Responsible IndexPairCorr
  0.91CGAEX Calvert Global EnergyPairCorr
  0.84CGAFX Calvert Green BondPairCorr
  0.9CGACX Calvert Global EnergyPairCorr
  0.86CGBIX Calvert Green BondPairCorr
  0.85CGLIX Calvert Global EquityPairCorr
  0.85CGLAX Calvert Global EquityPairCorr
  0.93CYBAX Calvert High YieldPairCorr
  0.93CYBRX Calvert High YieldPairCorr
  0.93CYBIX Calvert High YieldPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Calvert Mutual Fund performing well and Calvert Us 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 Us' 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.

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