Calvert Fund Correlations

Mutual Funds . USA . 
Fund . Calvert Fund
CRFAX Fund  USD 12.97  0.04  0.31%   
The current 90-days correlation between Calvert Fund and Mfs Technology Fund is 0.14 (i.e., Average diversification). The correlation of Calvert Fund 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 Fund Correlation With Market

Almost no diversification

The correlation between Calvert Fund and DJI is 0.94 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Fund 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 Fund . 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

  0.94CDHIX Calvert Developed MarketPairCorr
  0.94CDHAX Calvert Developed MarketPairCorr
  0.92CDICX Calvert Short DurationPairCorr
  0.94CDHRX Calvert InternationalPairCorr
  0.93CDSRX Calvert Short DurationPairCorr
  0.92CDSIX Calvert Short DurationPairCorr
  0.87CVMAX Calvert Emerging MarketsPairCorr
  0.87CVMRX Calvert Emerging MarketsPairCorr
  0.87CVMIX Calvert Emerging MarketsPairCorr
  0.87CVMCX Calvert Emerging MarketsPairCorr
  0.9CEFAX Calvert Emerging MarketsPairCorr
  0.9CEFIX Congressional EffectPairCorr
  0.91CEMCX Calvert Emerging MarketsPairCorr
  0.91CEMAX Calvert Emerging MarketsPairCorr
  0.82CEYRX Calvert EquityPairCorr
  0.94CFAIX Calvert ConservativePairCorr
  0.94CWVIX Calvert InternationalPairCorr
  0.93CWVGX Calvert InternationalPairCorr
  0.93CWVCX Calvert InternationalPairCorr
  0.87CFICX Calvert IncomePairCorr
  0.98CFJIX Calvert Large CapPairCorr
  0.98CFJAX Calvert Large CapPairCorr
  0.94CFWCX Calvert Global WaterPairCorr
  0.94CFWAX Calvert Global WaterPairCorr
  0.94CFWIX Calvert Global WaterPairCorr
  0.94CGARX Calvert Responsible IndexPairCorr
  0.86CGAEX Calvert Global EnergyPairCorr
  0.79CGAFX Calvert Green BondPairCorr
  0.85CGACX Calvert Global EnergyPairCorr
  0.81CGBIX Calvert Green BondPairCorr
  0.88CGLIX Calvert Global EquityPairCorr
  0.88CGLAX Calvert Global EquityPairCorr
  0.93CYBAX Calvert High YieldPairCorr
  0.94CYBRX 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 Fund 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 Fund'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