Calvert Balanced Fund Market Value
| CBARX Fund | USD 48.29 0.41 0.84% |
| Symbol | Calvert |
Calvert Balanced '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 Balanced'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 Balanced.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Calvert Balanced on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Balanced or generate 0.0% return on investment in Calvert Balanced over 90 days. Calvert Balanced is related to or competes with Barings Global, Legg Mason, Morningstar Global, Doubleline Global, Artisan Global, Ab Global, and Alliancebernstein. Under normal market conditions, the fund invests between 50 percent and 75 percent of its net assets in equity securitie... More
Calvert Balanced 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 Balanced'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 Balanced upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6062 | |||
| Information Ratio | (0.0002) | |||
| Maximum Drawdown | 4.81 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 0.8102 |
Calvert Balanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Balanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Balanced's standard deviation. In reality, there are many statistical measures that can use Calvert Balanced historical prices to predict the future Calvert Balanced's volatility.| Risk Adjusted Performance | 0.0579 | |||
| Jensen Alpha | 0.0224 | |||
| Total Risk Alpha | 0.0044 | |||
| Sortino Ratio | (0.0003) | |||
| Treynor Ratio | 0.09 |
Calvert Balanced February 4, 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 | 0.0579 | |||
| Market Risk Adjusted Performance | 0.1 | |||
| Mean Deviation | 0.4394 | |||
| Semi Deviation | 0.5056 | |||
| Downside Deviation | 0.6062 | |||
| Coefficient Of Variation | 1243.0 | |||
| Standard Deviation | 0.657 | |||
| Variance | 0.4316 | |||
| Information Ratio | (0.0002) | |||
| Jensen Alpha | 0.0224 | |||
| Total Risk Alpha | 0.0044 | |||
| Sortino Ratio | (0.0003) | |||
| Treynor Ratio | 0.09 | |||
| Maximum Drawdown | 4.81 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 0.8102 | |||
| Downside Variance | 0.3675 | |||
| Semi Variance | 0.2557 | |||
| Expected Short fall | (0.47) | |||
| Skewness | 1.46 | |||
| Kurtosis | 8.05 |
Calvert Balanced Backtested Returns
At this stage we consider Calvert Mutual Fund to be very steady. Calvert Balanced secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the fund had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calvert Balanced, which you can use to evaluate the volatility of the entity. Please confirm Calvert Balanced's Mean Deviation of 0.4394, risk adjusted performance of 0.0579, and Downside Deviation of 0.6062 to double-check if the risk estimate we provide is consistent with the expected return of 0.076%. The fund shows a Beta (market volatility) of 0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calvert Balanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calvert Balanced is expected to be smaller as well.
Auto-correlation | 0.16 |
Very weak predictability
Calvert Balanced has very weak predictability. Overlapping area represents the amount of predictability between Calvert Balanced time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th 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 Balanced price movement. The serial correlation of 0.16 indicates that over 16.0% of current Calvert Balanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
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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 Balanced 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 Balanced security.
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