Calvert Global Energy Fund Market Value
| CGAEX Fund | USD 14.32 0.20 1.42% |
| 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.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Calvert Global on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Global Energy or generate 0.0% return on investment in Calvert Global over 90 days. Calvert Global is related to or competes with Rbc Emerging, Extended Market, Dws Emerging, T Rowe, Sound Shore, Siit Emerging, and Rbb Fund. The fund concentrates in the sustainable energy solutions industry and normally invests at least 80 percent of its net a... 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 Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.9 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.42 |
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 | 0.0587 | |||
| Jensen Alpha | 0.0495 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.533 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calvert Global's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Calvert Global January 23, 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 | 0.0587 | |||
| Market Risk Adjusted Performance | 0.543 | |||
| Mean Deviation | 0.7187 | |||
| Semi Deviation | 0.9487 | |||
| Downside Deviation | 1.04 | |||
| Coefficient Of Variation | 1299.29 | |||
| Standard Deviation | 0.9104 | |||
| Variance | 0.8288 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | 0.0495 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.533 | |||
| Maximum Drawdown | 3.9 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.42 | |||
| Downside Variance | 1.09 | |||
| Semi Variance | 0.8999 | |||
| Expected Short fall | (0.71) | |||
| Skewness | (0.41) | |||
| Kurtosis | (0.06) |
Calvert Global Energy Backtested Returns
At this stage we consider Calvert Mutual Fund to be very steady. Calvert Global Energy secures Sharpe Ratio (or Efficiency) of 0.0571, which signifies that the fund had a 0.0571 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calvert Global Energy, which you can use to evaluate the volatility of the entity. Please confirm Calvert Global's Risk Adjusted Performance of 0.0587, mean deviation of 0.7187, and Downside Deviation of 1.04 to double-check if the risk estimate we provide is consistent with the expected return of 0.0526%. The fund shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. 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 | -0.41 |
Modest reverse predictability
Calvert Global Energy has modest reverse predictability. Overlapping area represents the amount of predictability between Calvert Global time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 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 Energy price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Calvert Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
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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