Calvert Emerging Markets Fund Market Value
| CEMAX Fund | USD 12.63 0.19 1.48% |
| Symbol | Calvert |
Calvert Emerging '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 Emerging'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 Emerging.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Calvert Emerging on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Emerging Markets or generate 0.0% return on investment in Calvert Emerging over 90 days. Calvert Emerging is related to or competes with Ashmore Emerging, Prudential Emerging, and Lord Abbett. Under normal market conditions, at least 80 percent of the funds assets will be invested in equity securities of compani... More
Calvert Emerging 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 Emerging'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 Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | 0.1313 | |||
| Maximum Drawdown | 12.71 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 1.76 |
Calvert Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Emerging's standard deviation. In reality, there are many statistical measures that can use Calvert Emerging historical prices to predict the future Calvert Emerging's volatility.| Risk Adjusted Performance | 0.1307 | |||
| Jensen Alpha | 0.2557 | |||
| Total Risk Alpha | 0.1498 | |||
| Sortino Ratio | 0.2056 | |||
| Treynor Ratio | 0.8577 |
Calvert Emerging February 5, 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 | 0.1307 | |||
| Market Risk Adjusted Performance | 0.8677 | |||
| Mean Deviation | 0.9564 | |||
| Semi Deviation | 0.7491 | |||
| Downside Deviation | 1.06 | |||
| Coefficient Of Variation | 587.86 | |||
| Standard Deviation | 1.66 | |||
| Variance | 2.77 | |||
| Information Ratio | 0.1313 | |||
| Jensen Alpha | 0.2557 | |||
| Total Risk Alpha | 0.1498 | |||
| Sortino Ratio | 0.2056 | |||
| Treynor Ratio | 0.8577 | |||
| Maximum Drawdown | 12.71 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 1.76 | |||
| Downside Variance | 1.13 | |||
| Semi Variance | 0.5611 | |||
| Expected Short fall | (1.23) | |||
| Skewness | 3.88 | |||
| Kurtosis | 25.41 |
Calvert Emerging Markets Backtested Returns
Calvert Emerging appears to be not too volatile, given 3 months investment horizon. Calvert Emerging Markets secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Calvert Emerging Markets, which you can use to evaluate the volatility of the entity. Please makes use of Calvert Emerging's Downside Deviation of 1.06, mean deviation of 0.9564, and Risk Adjusted Performance of 0.1307 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calvert Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calvert Emerging is expected to be smaller as well.
Auto-correlation | 0.14 |
Insignificant predictability
Calvert Emerging Markets has insignificant predictability. Overlapping area represents the amount of predictability between Calvert Emerging time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Emerging Markets price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Calvert Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
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 Emerging 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 Emerging security.
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