Calvert Moderate Correlations

Mutual Funds . USA . 
Fund . Calvert Moderate Allocation
CMACX Fund  USD 22.11  0.02  0.09%   
The current 90-days correlation between Calvert Moderate All and Ab Small Cap is 0.48 (i.e., Very weak diversification). The correlation of Calvert Moderate 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 Moderate Correlation With Market

Almost no diversification

The correlation between Calvert Moderate Allocation and DJI is 0.92 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Moderate Allocation 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 Moderate Allocation. 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 private.

Moving together with Calvert Mutual Fund

  0.96CDHIX Calvert Developed MarketPairCorr
  0.94CDHAX Calvert Developed MarketPairCorr
  0.89CDICX Calvert Short DurationPairCorr
  0.96CDHRX Calvert InternationalPairCorr
  0.9CDSRX Calvert Short DurationPairCorr
  0.9CDSIX Calvert Short DurationPairCorr
  0.88CVMAX Calvert Emerging MarketsPairCorr
  0.92CVMRX Calvert Emerging MarketsPairCorr
  0.92CVMIX Calvert Emerging MarketsPairCorr
  0.92CVMCX Calvert Emerging MarketsPairCorr
  0.89CEFAX Calvert Emerging MarketsPairCorr
  0.92CEFIX Congressional EffectPairCorr
  0.93CEMCX Calvert Emerging MarketsPairCorr
  0.93CEMAX Calvert Emerging MarketsPairCorr
  0.69CEYIX Calvert Equity PortfolioPairCorr
  0.81CEYRX Calvert EquityPairCorr
  0.96CFAIX Calvert ConservativePairCorr
  0.95CWVIX Calvert InternationalPairCorr
  0.94CWVGX Calvert InternationalPairCorr
  0.94CWVCX Calvert InternationalPairCorr
  0.91CFICX Calvert IncomePairCorr
  0.93CFJIX Calvert Large CapPairCorr
  0.92CFJAX Calvert Large CapPairCorr
  0.95CFWCX Calvert Global WaterPairCorr
  0.94CFWAX Calvert Global WaterPairCorr
  0.95CFWIX Calvert Global WaterPairCorr
  1.0CGARX Calvert Responsible IndexPairCorr
  0.81CGAEX Calvert Global EnergyPairCorr
  0.86CGAFX Calvert Green BondPairCorr
  0.85CGACX Calvert Global EnergyPairCorr
  0.86CGBIX Calvert Green BondPairCorr
  0.98CGLIX Calvert Global EquityPairCorr
  0.96CGLAX 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 Moderate 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 Moderate'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.

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