Capital Management Correlations

CMEIX Fund

USD 9.70 1.13 0.57%

The correlation of Capital Management 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.

Check out Trending Equities to better understand how to build diversified portfolios. 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 gross domestic product.

Moving together with Capital Mutual Fund

0.88	CDHIX	Calvert Developed Market	Pair Corr
0.67	CDHAX	Calvert Developed Market	Pair Corr
0.94	CDHRX	Calvert International	Pair Corr
0.89	CDSRX	Calvert Short Duration	Pair Corr
0.88	CDSIX	Calvert Short Duration	Pair Corr
0.86	CVMAX	Calvert Emerging Markets	Pair Corr
0.94	CVMRX	Calvert Emerging Markets	Pair Corr
0.94	CVMIX	Calvert Emerging Markets	Pair Corr
0.93	CVMCX	Calvert Emerging Markets	Pair Corr
0.69	CEFAX	Calvert Emerging Markets	Pair Corr
0.94	CEFIX	Congressional Effect	Pair Corr
0.92	CEMCX	Calvert Emerging Markets	Pair Corr
0.92	CWVIX	Calvert International	Pair Corr
0.89	CWVGX	Calvert International	Pair Corr
0.89	CWVCX	Calvert International	Pair Corr
0.82	CFJIX	Calvert Large Cap	Pair Corr
0.82	CFJAX	Calvert Large Cap	Pair Corr
0.7	CFWCX	Calvert Global Water	Pair Corr
0.96	CFWAX	Calvert Global Water	Pair Corr
0.7	CFWIX	Calvert Global Water	Pair Corr
0.87	CGARX	Calvert Responsible Index	Pair Corr
0.7	CGAEX	Calvert Global Energy	Pair Corr
0.81	CGAFX	Calvert Green Bond	Pair Corr
0.87	CGLIX	Calvert Global Equity	Pair Corr
0.85	CYBRX	Calvert High Yield	Pair Corr
0.85	CYBIX	Calvert High Yield	Pair Corr
0.92	CIESX	Calvert International	Pair Corr
0.85	CIFCX	Calvert Income	Pair Corr
0.88	CIOAX	Calvert International	Pair Corr
0.78	CISIX	Calvert Large Cap	Pair Corr
0.71	CLDAX	Calvert Long Term	Pair Corr

Related Correlations Analysis

	CLVRX	CMAAX	CDHIX	CDHAX	CDHRX	CMCIX	CMEIX	CMERX	CMJIX
CLVRX		0.66	0.9	0.7	0.86	0.98	0.81	0.84	0.91	CLVRX
CMAAX	0.66		0.73	0.95	0.67	0.67	0.59	0.62	0.69	CMAAX
CDHIX	0.9	0.73		0.79	0.94	0.87	0.88	0.94	0.86	CDHIX
CDHAX	0.7	0.95	0.79		0.73	0.68	0.67	0.7	0.71	CDHAX
CDHRX	0.86	0.67	0.94	0.73		0.84	0.94	0.89	0.93	CDHRX
CMCIX	0.98	0.67	0.87	0.68	0.84		0.76	0.79	0.91	CMCIX
CMEIX	0.81	0.59	0.88	0.67	0.94	0.76		0.92	0.85	CMEIX
CMERX	0.84	0.62	0.94	0.7	0.89	0.79	0.92		0.78	CMERX
CMJIX	0.91	0.69	0.86	0.71	0.93	0.91	0.85	0.78		CMJIX
	CLVRX	CMAAX	CDHIX	CDHAX	CDHRX	CMCIX	CMEIX	CMERX	CMJIX

Risk-Adjusted Indicators

There is a big difference between Capital Mutual Fund performing well and Capital Management 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 Capital Management'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.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
CLVRX	0.78	0.28	0.27	(4.16)	0.29	(0.95)	1.74	(1.24)	9.93
CMAAX	0.39	0.02	(0.12)	1.50	0.47	(0.40)	0.82	(0.79)	2.40
CDHIX	0.61	0.12	0.05	6.06	0.69	(0.63)	1.30	(1.37)	3.01
CDHAX	0.62	0.11	0.04	12.42	0.74	(0.61)	1.30	(1.38)	3.00
CDHRX	0.63	0.11	0.09	0.24	0.67	(0.67)	1.44	(1.37)	3.01
CMCIX	0.77	0.14	0.09	4.32	0.57	(1.04)	1.71	(1.14)	7.09
CMEIX	1.04	0.25	0.20	0.54	0.78	(1.34)	2.00	(1.55)	12.63
CMERX	1.01	0.24	0.16	0.91	0.81	(1.30)	1.76	(1.55)	12.63
CMJIX	0.72	0.09	0.10	0.18	0.59	(0.81)	1.83	(1.36)	5.87

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Capital Management Correlations

Moving together with Capital Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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