Calvert Developed Mean Deviation
| CDHIX Fund | | | USD 43.38 0.38 0.88% |
The mean deviation of the equity instrument is the first measure of the distances between each value of security historical prices and the mean. It gives us an idea of how spread out from the center the distribution of returns. Below is Calvert Developed's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
Calvert Developed has a Mean Deviation of 1.1, indicating moderate price variability. This places Calvert Developed within the typical volatility range for Calvert Research and Management Funds.
Mean Deviation | = | SUM(RET DEV)N |
| = | 1.1 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Calvert Developed |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Among sector peers, Calvert Developed's Mean Deviation of 1.1 is above the 0.84 group average. The range runs from 0.3196 (Columbia Thermostat Fund) to 1.26 (Calvert Emerging Markets). Calvert Developed has exhibited greater price dispersion than the peer average over the measured period.
Mean Deviation Relative To Other Indicators
The chart below plots Mean Deviation against Maximum Drawdown for Calvert Developed and its peers. Each point represents one equity — position along the horizontal axis shows Mean Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Calvert Developed's Maximum Drawdown of
6.22 runs about
5.65 times its Mean Deviation of
1.10 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for Calvert Developed.
Methodology, Assumptions & Data Sources
The current Mean Deviation for Calvert Developed is 1.1. The Mean Deviation for Calvert Developed is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Calvert Developed operates in the foreign large blend sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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