Calvert Small Cap Fund Key Fundamental Indicators
| CSVIX Fund | USD 33.25 0.49 1.45% |
As of the 13th of February 2026, Calvert Small shows the Mean Deviation of 1.03, downside deviation of 0.8391, and Risk Adjusted Performance of 0.1415. Calvert Small Cap technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Calvert Small's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Calvert Small's valuation are provided below:Calvert Small Cap does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Calvert |
Calvert Small 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Calvert Small's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Calvert Small.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Calvert Small on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Small Cap or generate 0.0% return on investment in Calvert Small over 90 days. Calvert Small is related to or competes with Ab Discovery, Loomis Sayles, Fidelity Small, Harbor Small, Wasatch Core, and Optimum Large. The fund normally invests at least 80 percent of its net assets, including borrowings for investment purposes, in common... More
Calvert Small Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Calvert Small's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Calvert Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8391 | |||
| Information Ratio | 0.1285 | |||
| Maximum Drawdown | 17.07 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.07 |
Calvert Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Small's standard deviation. In reality, there are many statistical measures that can use Calvert Small historical prices to predict the future Calvert Small's volatility.| Risk Adjusted Performance | 0.1415 | |||
| Jensen Alpha | 0.2423 | |||
| Total Risk Alpha | 0.1582 | |||
| Sortino Ratio | 0.3236 | |||
| Treynor Ratio | 0.2421 |
Calvert Small February 13, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1415 | |||
| Market Risk Adjusted Performance | 0.2521 | |||
| Mean Deviation | 1.03 | |||
| Semi Deviation | 0.3662 | |||
| Downside Deviation | 0.8391 | |||
| Coefficient Of Variation | 599.93 | |||
| Standard Deviation | 2.11 | |||
| Variance | 4.47 | |||
| Information Ratio | 0.1285 | |||
| Jensen Alpha | 0.2423 | |||
| Total Risk Alpha | 0.1582 | |||
| Sortino Ratio | 0.3236 | |||
| Treynor Ratio | 0.2421 | |||
| Maximum Drawdown | 17.07 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.07 | |||
| Downside Variance | 0.7041 | |||
| Semi Variance | 0.1341 | |||
| Expected Short fall | (1.39) | |||
| Skewness | 5.46 | |||
| Kurtosis | 37.9 |
Calvert Small Cap Backtested Returns
Calvert Small appears to be very steady, given 3 months investment horizon. Calvert Small Cap secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Calvert Small Cap, which you can use to evaluate the volatility of the entity. Please makes use of Calvert Small's Risk Adjusted Performance of 0.1415, downside deviation of 0.8391, and Mean Deviation of 1.03 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.41, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Calvert Small will likely underperform.
Auto-correlation | 0.48 |
Average predictability
Calvert Small Cap has average predictability. Overlapping area represents the amount of predictability between Calvert Small time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Calvert Small Cap price movement. The serial correlation of 0.48 indicates that about 48.0% of current Calvert Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
Small firms, start-ups, or companies with high growth potential typically do not pay out dividends or distribute a lot of their profits. These companies will have small yield. Alternatively, more established companies, ETFs, and funds that invest in bonds will have higher yields.
| Competition |
In accordance with the recently published financial statements, Calvert Small Cap has an Annual Yield of 0.0027%. This is much higher than that of the Calvert Research and Management family and significantly higher than that of the Small Blend category. The annual yield for all United States funds is notably lower than that of the firm.
Calvert Small Cap Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Calvert Small's current stock value. Our valuation model uses many indicators to compare Calvert Small value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Calvert Small competition to find correlations between indicators driving Calvert Small's intrinsic value. More Info.Calvert Small Cap is the top fund in price to earning among similar funds. It also is the top fund in price to book among similar funds fabricating about 0.10 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Calvert Small Cap is roughly 9.57 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Calvert Small's earnings, one of the primary drivers of an investment's value.Calvert Annual Yield Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Calvert Small's direct or indirect competition against its Annual Yield to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Calvert Small could also be used in its relative valuation, which is a method of valuing Calvert Small by comparing valuation metrics of similar companies.Calvert Small is currently under evaluation in annual yield among similar funds.
Calvert Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Calvert Small's current stock value. Our valuation model uses many indicators to compare Calvert Small value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Calvert Small competition to find correlations between indicators driving Calvert Small's intrinsic value. More Info.Calvert Small Cap is the top fund in price to earning among similar funds. It also is the top fund in price to book among similar funds fabricating about 0.10 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Calvert Small Cap is roughly 9.57 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Calvert Small's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Calvert Small
The fund consists of 98.52% investments in stocks, with the rest of investments allocated between different money market instruments and various exotic instruments.Asset allocation divides Calvert Small's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Calvert Fundamentals
| Price To Earning | 20.68 X | ||||
| Price To Book | 2.16 X | ||||
| Price To Sales | 1.40 X | ||||
| Total Asset | 1.35 B | ||||
| Annual Yield | 0 % | ||||
| Year To Date Return | 8.86 % | ||||
| One Year Return | (0.18) % | ||||
| Three Year Return | 5.48 % | ||||
| Five Year Return | 3.47 % | ||||
| Ten Year Return | 10.69 % | ||||
| Net Asset | 1.8 B | ||||
| Last Dividend Paid | 0.04 | ||||
| Cash Position Weight | 1.39 % | ||||
| Equity Positions Weight | 98.52 % |
About Calvert Small Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Calvert Small Cap's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Calvert Small using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Calvert Small Cap based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund normally invests at least 80 percent of its net assets, including borrowings for investment purposes, in common stocks of small companies. The manager defines small companies as those whose market capitalization falls within the range of the Russell 2000 Index at the time of investment. The fund may also invest up to 25 percent of its net assets in foreign securities.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Calvert Mutual Fund
Calvert Small financial ratios help investors to determine whether Calvert Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Calvert with respect to the benefits of owning Calvert Small security.
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