Calvert Floating Rate Advantage Fund Market Value
| CFOAX Fund | USD 8.59 0.01 0.12% |
| Symbol | Calvert |
Calvert Floating-rate '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 Floating-rate'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 Floating-rate.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in Calvert Floating-rate on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Floating Rate Advantage or generate 0.0% return on investment in Calvert Floating-rate over 90 days. Calvert Floating-rate is related to or competes with Calvert Developed, Calvert Developed, Calvert Short, Calvert International, Calvert Short, Calvert Short, and Calvert Emerging. Under normal circumstances, the fund invests at least 80 percent of its net assets in income producing floating rate loa... More
Calvert Floating-rate 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 Floating-rate'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 Floating Rate Advantage upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1325 | |||
| Information Ratio | (1.01) | |||
| Maximum Drawdown | 0.6966 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.116 |
Calvert Floating-rate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Floating-rate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Floating-rate's standard deviation. In reality, there are many statistical measures that can use Calvert Floating-rate historical prices to predict the future Calvert Floating-rate's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.82) | |||
| Treynor Ratio | (1.46) |
Calvert Floating-rate February 26, 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 | (0.06) | |||
| Market Risk Adjusted Performance | (1.45) | |||
| Mean Deviation | 0.0528 | |||
| Semi Deviation | 0.0628 | |||
| Downside Deviation | 0.1325 | |||
| Coefficient Of Variation | 188630.08 | |||
| Standard Deviation | 0.1078 | |||
| Variance | 0.0116 | |||
| Information Ratio | (1.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.82) | |||
| Treynor Ratio | (1.46) | |||
| Maximum Drawdown | 0.6966 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.116 | |||
| Downside Variance | 0.0176 | |||
| Semi Variance | 0.0039 | |||
| Expected Short fall | (0.22) | |||
| Skewness | 2.04 | |||
| Kurtosis | 7.19 |
Calvert Floating Rate Backtested Returns
Calvert Floating Rate secures Sharpe Ratio (or Efficiency) of -0.0782, which signifies that the fund had a -0.0782 % return per unit of risk over the last 3 months. Calvert Floating Rate Advantage exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Calvert Floating-rate's Mean Deviation of 0.0528, risk adjusted performance of (0.06), and Downside Deviation of 0.1325 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0068, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calvert Floating-rate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calvert Floating-rate is expected to be smaller as well.
Auto-correlation | -0.02 |
Very weak reverse predictability
Calvert Floating Rate Advantage has very weak reverse predictability. Overlapping area represents the amount of predictability between Calvert Floating-rate time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th 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 Floating Rate price movement. The serial correlation of -0.02 indicates that only 2.0% of current Calvert Floating-rate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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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 Floating-rate 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 Floating-rate security.
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