Calvert Bond Portfolio Fund Market Value
| CBDIX Fund | USD 14.42 0.01 0.07% |
| Symbol | Calvert |
Calvert Bond '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 Bond'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 Bond.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Calvert Bond on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Calvert Bond Portfolio or generate 0.0% return on investment in Calvert Bond over 30 days. Calvert Bond is related to or competes with Great-west Real, Deutsche Real, Columbia Real, Fidelity Real, and Virtus Real. Under normal circumstances, the fund invests at least 80 percent of its net assets in bonds More
Calvert Bond 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 Bond'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 Bond Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.57) | |||
| Maximum Drawdown | 1.22 | |||
| Value At Risk | (0.48) | |||
| Potential Upside | 0.4084 |
Calvert Bond Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Bond's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Bond's standard deviation. In reality, there are many statistical measures that can use Calvert Bond historical prices to predict the future Calvert Bond's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.78) |
Calvert Bond Portfolio Backtested Returns
Calvert Bond Portfolio secures Sharpe Ratio (or Efficiency) of -0.0834, which signifies that the fund had a -0.0834% return per unit of risk over the last 3 months. Calvert Bond Portfolio exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Calvert Bond's Risk Adjusted Performance of (0.08), standard deviation of 0.2692, and Mean Deviation of 0.207 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0419, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calvert Bond's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calvert Bond is expected to be smaller as well.
Auto-correlation | 0.29 |
Poor predictability
Calvert Bond Portfolio has poor predictability. Overlapping area represents the amount of predictability between Calvert Bond time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd of November 2024. 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 Bond Portfolio price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Calvert Bond price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Calvert Bond Portfolio lagged returns against current returns
Autocorrelation, which is Calvert Bond mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Calvert Bond's mutual fund expected returns. We can calculate the autocorrelation of Calvert Bond returns to help us make a trade decision. For example, suppose you find that Calvert Bond has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Calvert Bond regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Calvert Bond mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calvert Bond mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calvert Bond mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Calvert Bond Lagged Returns
When evaluating Calvert Bond's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calvert Bond mutual fund have on its future price. Calvert Bond autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Calvert Bond autocorrelation shows the relationship between Calvert Bond mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Calvert Bond Portfolio.
Regressed Prices |
| Timeline |
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 Bond 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 Bond security.
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