Calvert Small/mid-cap Correlations

Mutual Funds . USA . 
Fund . Calvert Smallmid Cap C
CMPCX Fund   18.49  0.15  0.82%   
The current 90-days correlation between Calvert Small/mid-cap and Towpath Technology is 0.5 (i.e., Very weak diversification). The correlation of Calvert Small/mid-cap 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 Small/mid-cap Correlation With Market

Almost no diversification

The correlation between Calvert Smallmid Cap C 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 Smallmid Cap C 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 Smallmid Cap C. 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

  0.87CDHIX Calvert Developed MarketPairCorr
  0.86CDICX Calvert Short DurationPairCorr
  0.72CVMIX Calvert Emerging MarketsPairCorr
  0.88CFAIX Calvert ConservativePairCorr
  0.93CFJAX Calvert Large CapPairCorr
  0.87CFWCX Calvert Global WaterPairCorr
  0.87CFWIX Calvert Global WaterPairCorr
  0.87CGARX Calvert Responsible IndexPairCorr
  0.64CGAEX Calvert Global EnergyPairCorr
  0.81CGLIX Calvert Global EquityPairCorr
  0.88CYBAX Calvert High YieldPairCorr
  0.88CHBCX Calvert High YieldPairCorr
  0.91CIESX Calvert InternationalPairCorr
  0.96CLVRX Columbia InternationalPairCorr
  0.86CMACX Calvert Moderate AllPairCorr
  0.8CMERX Calvert Emerging MarketsPairCorr
  1.0CMPAX Calvert Small/mid-capPairCorr
  0.97CRFCX Calvert Focused ValuePairCorr
  0.88CAARX Calvert ConservativePairCorr
  0.69CAEIX Calvert Global EnergyPairCorr
  0.88CAGIX Calvert AggressivePairCorr
  0.99CALRX Calvert Smallcap Fund6PairCorr
  0.99CSCCX Calvert Small CapPairCorr
  0.9CSMAX Calvert Global SmallPairCorr
  0.99CSVIX Calvert Small CapPairCorr
  0.97CSXRX Calvert Large CapPairCorr
  0.97CSXCX Calvert Large CapPairCorr
  0.84CULAX Calvert Ultra ShortPairCorr
  0.87VSGAX Vanguard Small CapPairCorr
  0.87VSGIX Vanguard Small CapPairCorr
  0.86VISGX Vanguard Small CapPairCorr
  0.88VEXPX Vanguard ExplorerPairCorr
  0.88VEXRX Vanguard ExplorerPairCorr
  0.92JGMIX Janus TritonPairCorr
  0.92JGMRX Janus TritonPairCorr
  0.93JGMAX Janus TritonPairCorr
  0.91JGMCX Janus TritonPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Calvert Mutual Fund performing well and Calvert Small/mid-cap 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 Small/mid-cap'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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