Calvert Developed Market Fund Market Value
| CDHIX Fund | USD 41.54 0.21 0.51% |
| Symbol | Calvert |
Calvert Developed '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 Developed'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 Developed.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Calvert Developed on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Developed Market or generate 0.0% return on investment in Calvert Developed over 90 days. Calvert Developed is related to or competes with Calvert International, Calvert Developed, Wasatch Small, Calvert Emerging, Columbia Thermostat, Royce Total, and Natixis Us. The fund will normally invest at least 95 percent of its net assets, including borrowings for investment purposes, in se... More
Calvert Developed 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 Developed'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 Developed Market upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.89 | |||
| Information Ratio | 0.1462 | |||
| Maximum Drawdown | 3.42 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.51 |
Calvert Developed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Developed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Developed's standard deviation. In reality, there are many statistical measures that can use Calvert Developed historical prices to predict the future Calvert Developed's volatility.| Risk Adjusted Performance | 0.1864 | |||
| Jensen Alpha | 0.1341 | |||
| Total Risk Alpha | 0.1194 | |||
| Sortino Ratio | 0.1358 | |||
| Treynor Ratio | 0.2321 |
Calvert Developed February 15, 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 | 0.1864 | |||
| Market Risk Adjusted Performance | 0.2421 | |||
| Mean Deviation | 0.6359 | |||
| Semi Deviation | 0.6321 | |||
| Downside Deviation | 0.89 | |||
| Coefficient Of Variation | 433.36 | |||
| Standard Deviation | 0.8269 | |||
| Variance | 0.6838 | |||
| Information Ratio | 0.1462 | |||
| Jensen Alpha | 0.1341 | |||
| Total Risk Alpha | 0.1194 | |||
| Sortino Ratio | 0.1358 | |||
| Treynor Ratio | 0.2321 | |||
| Maximum Drawdown | 3.42 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.51 | |||
| Downside Variance | 0.7922 | |||
| Semi Variance | 0.3996 | |||
| Expected Short fall | (0.68) | |||
| Skewness | (0.12) | |||
| Kurtosis | 0.0078 |
Calvert Developed Market Backtested Returns
Calvert Developed appears to be very steady, given 3 months investment horizon. Calvert Developed Market secures Sharpe Ratio (or Efficiency) of 0.29, which signifies that the fund had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calvert Developed Market, which you can use to evaluate the volatility of the entity. Please makes use of Calvert Developed's Mean Deviation of 0.6359, risk adjusted performance of 0.1864, and Downside Deviation of 0.89 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.78, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calvert Developed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calvert Developed is expected to be smaller as well.
Auto-correlation | 0.88 |
Very good predictability
Calvert Developed Market has very good predictability. Overlapping area represents the amount of predictability between Calvert Developed time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 Developed Market price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Calvert Developed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.89 |
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 Developed 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 Developed security.
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