Calvert Floating Rate Advantage Fund Market Value
| CFOIX Fund | USD 8.60 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.
| 11/13/2025 |
| 02/11/2026 |
If you would invest 0.00 in Calvert Floating-rate on November 13, 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 Dreyfusstandish Global, Qs Global, Artisan Global, Franklin Mutual, Morningstar Global, Commonwealth Global, and Barings Global. The investment seeks to provide a high level of current income 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 | 0.1339 | |||
| Information Ratio | (0.81) | |||
| Maximum Drawdown | 0.6974 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.1161 |
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 | (0.05) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.68) | |||
| Treynor Ratio | (1.82) |
Calvert Floating-rate February 11, 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 | (0.05) | |||
| Market Risk Adjusted Performance | (1.81) | |||
| Mean Deviation | 0.0576 | |||
| Semi Deviation | 0.0466 | |||
| Downside Deviation | 0.1339 | |||
| Coefficient Of Variation | 5603.05 | |||
| Standard Deviation | 0.1122 | |||
| Variance | 0.0126 | |||
| Information Ratio | (0.81) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.68) | |||
| Treynor Ratio | (1.82) | |||
| Maximum Drawdown | 0.6974 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.1161 | |||
| Downside Variance | 0.0179 | |||
| Semi Variance | 0.0022 | |||
| Expected Short fall | (0.22) | |||
| Skewness | 1.97 | |||
| Kurtosis | 6.49 |
Calvert Floating Rate Backtested Returns
At this stage we consider Calvert Mutual Fund to be very steady. Calvert Floating Rate secures Sharpe Ratio (or Efficiency) of 0.0178, which signifies that the fund had a 0.0178 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Calvert Floating Rate Advantage, which you can use to evaluate the volatility of the entity. Please confirm Calvert Floating-rate's Downside Deviation of 0.1339, mean deviation of 0.0576, and Risk Adjusted Performance of (0.05) to double-check if the risk estimate we provide is consistent with the expected return of 0.002%. The fund shows a Beta (market volatility) of 0.0044, 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 | -0.41 |
Modest reverse predictability
Calvert Floating Rate Advantage has modest reverse predictability. Overlapping area represents the amount of predictability between Calvert Floating-rate time series from 13th of November 2025 to 28th of December 2025 and 28th of December 2025 to 11th 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 -0.41 indicates that just about 41.0% of current Calvert Floating-rate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.18 | |
| 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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