Calvert Equity Correlations

Mutual Funds . USA . 
Fund . Calvert Equity Portfolio
CSECX Fund  USD 18.98  0.13  0.68%   
The current 90-days correlation between Calvert Equity Portfolio and Precious Metals Fund is -0.02 (i.e., Good diversification). The correlation of Calvert Equity 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 Equity Correlation With Market

Pay attention - limited upside

The correlation between Calvert Equity Portfolio and DJI is -0.72 (i.e., Pay attention - limited upside) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Equity Portfolio 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 Equity Portfolio. 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 unemployment.

Moving together with Calvert Mutual Fund

  0.69XNXJX Nuveen New JerseyPairCorr
  0.7XNBHX Neuberger Berman IntPairCorr
  0.67T ATT Inc Earnings Call This WeekPairCorr

Moving against Calvert Mutual Fund

  0.86AGTHX Growth FundPairCorr
  0.86GFACX Growth FundPairCorr
  0.86FAFGX American FundsPairCorr
  0.86FFAFX American FundsPairCorr
  0.86CGFFX Growth FundPairCorr
  0.86CGFCX Growth FundPairCorr
  0.86CGFAX Growth FundPairCorr
  0.86CGFEX Growth FundPairCorr
  0.77GFAFX Growth FundPairCorr
  0.55PFN Pimco Income StrategyPairCorr
  0.43MCD McDonaldsPairCorr
  0.36CIF Mfs Intermediate HighPairCorr
  0.76BA BoeingPairCorr
  0.62WMT Walmart Common StockPairCorr
  0.53MRK Merck Company Earnings Call This WeekPairCorr
  0.52JNJ Johnson JohnsonPairCorr
  0.52XOM Exxon Mobil Corp Earnings Call TomorrowPairCorr
  0.52GE GE AerospacePairCorr
  0.44BAC Bank of America Aggressive PushPairCorr
  0.43CAT CaterpillarPairCorr
  0.41CVX Chevron Corp Earnings Call TomorrowPairCorr
  0.33JPM JPMorgan ChasePairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

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