Calvert Global Water Fund Market Value
| CFWIX Fund | USD 32.79 0.04 0.12% |
| Symbol | Calvert |
Calvert Global '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 Global'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 Global.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in Calvert Global on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Global Water or generate 0.0% return on investment in Calvert Global over 90 days. Calvert Global is related to or competes with Harding Loevner, Environment, Allianzgi Nfj, Allianzgi Nfj, Matthews Asia, Nt Non, and Integrity Dividend. The fund normally invests at least 80 percent of its net assets in equity securities of U.S More
Calvert Global 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 Global'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 Global Water upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6245 | |||
| Information Ratio | 0.1813 | |||
| Maximum Drawdown | 6.05 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 1.73 |
Calvert Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Global's standard deviation. In reality, there are many statistical measures that can use Calvert Global historical prices to predict the future Calvert Global's volatility.| Risk Adjusted Performance | 0.2345 | |||
| Jensen Alpha | 0.1857 | |||
| Total Risk Alpha | 0.1465 | |||
| Sortino Ratio | 0.261 | |||
| Treynor Ratio | 0.34 |
Calvert Global 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 | 0.2345 | |||
| Market Risk Adjusted Performance | 0.35 | |||
| Mean Deviation | 0.6687 | |||
| Semi Deviation | 0.0969 | |||
| Downside Deviation | 0.6245 | |||
| Coefficient Of Variation | 330.52 | |||
| Standard Deviation | 0.8989 | |||
| Variance | 0.8081 | |||
| Information Ratio | 0.1813 | |||
| Jensen Alpha | 0.1857 | |||
| Total Risk Alpha | 0.1465 | |||
| Sortino Ratio | 0.261 | |||
| Treynor Ratio | 0.34 | |||
| Maximum Drawdown | 6.05 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 1.73 | |||
| Downside Variance | 0.39 | |||
| Semi Variance | 0.0094 | |||
| Expected Short fall | (0.85) | |||
| Skewness | 1.34 | |||
| Kurtosis | 4.98 |
Calvert Global Water Backtested Returns
Calvert Global appears to be very steady, given 3 months investment horizon. Calvert Global Water secures Sharpe Ratio (or Efficiency) of 0.26, which signifies that the fund had a 0.26 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calvert Global Water, which you can use to evaluate the volatility of the entity. Please makes use of Calvert Global's Downside Deviation of 0.6245, mean deviation of 0.6687, and Risk Adjusted Performance of 0.2345 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.77, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calvert Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calvert Global is expected to be smaller as well.
Auto-correlation | 0.83 |
Very good predictability
Calvert Global Water has very good predictability. Overlapping area represents the amount of predictability between Calvert Global 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 Global Water price movement. The serial correlation of 0.83 indicates that around 83.0% of current Calvert Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
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 Global 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 Global security.
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