Calvert High Correlations

Mutual Funds . USA . 
Fund . Calvert High Yield
CYBAX Fund  USD 25.26  0.02  0.08%   
The current 90-days correlation between Calvert High Yield and Dodge Cox Emerging is 0.26 (i.e., Modest diversification). The correlation of Calvert High 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 High Correlation With Market

Almost no diversification

The correlation between Calvert High Yield and DJI is 0.9 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert High Yield 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 High Yield. 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

  0.91CDHIX Calvert Developed MarketPairCorr
  0.9CDHAX Calvert Developed MarketPairCorr
  0.96CDICX Calvert Short DurationPairCorr
  0.91CDHRX Calvert InternationalPairCorr
  0.96CDSRX Calvert Short DurationPairCorr
  0.96CDSIX Calvert Short DurationPairCorr
  0.79CVMAX Calvert Emerging MarketsPairCorr
  0.81CVMRX Calvert Emerging MarketsPairCorr
  0.81CVMIX Calvert Emerging MarketsPairCorr
  0.88CEFIX Congressional EffectPairCorr
  0.88CEMCX Calvert Emerging MarketsPairCorr
  0.88CEMAX Calvert Emerging MarketsPairCorr
  0.75CEYIX Calvert Equity PortfolioPairCorr
  0.84CEYRX Calvert EquityPairCorr
  0.88CWVIX Calvert InternationalPairCorr
  0.88CWVGX Calvert InternationalPairCorr
  0.87CWVCX Calvert InternationalPairCorr
  0.95CFJIX Calvert Large CapPairCorr
  0.95CFJAX Calvert Large CapPairCorr
  0.83CFWAX Calvert Global WaterPairCorr
  0.7CGAEX Calvert Global EnergyPairCorr
  0.72CGACX Calvert Global EnergyPairCorr
  0.75CGBIX Calvert Green BondPairCorr
  0.86CGLIX Calvert Global EquityPairCorr
  0.86CGLAX Calvert Global EquityPairCorr
  0.88CIESX Calvert InternationalPairCorr
  0.87CINCX Calvert IncomePairCorr
  0.77CIOAX Calvert InternationalPairCorr
  0.91CISIX Calvert Large CapPairCorr
  0.71CLDIX Calvert Long TermPairCorr
  0.91CLVRX Columbia InternationalPairCorr
  0.91CMACX Calvert Moderate AllPairCorr
  0.91CMAAX Calvert Moderate AllPairCorr
  0.87CMERX Calvert Emerging MarketsPairCorr
  0.92CMJIX Calvert Mid CapPairCorr
  0.92CMJAX Calvert Mid CapPairCorr
  0.84CMPAX Calvert Smallmid CapPairCorr

Moving against Calvert Mutual Fund

  0.81CSECX Calvert Equity PortfolioPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

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