Calvert Global Equity Fund Market Value
| CGLAX Fund | 17.80 0.14 0.78% |
| 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.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Calvert Global on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Global Equity or generate 0.0% return on investment in Calvert Global over 90 days. Calvert Global is related to or competes with Calvert Developed, Calvert Developed, Calvert Short, Calvert International, Calvert Short, Calvert Short, and Calvert Emerging. Under normal market conditions, the fund will invest primarily in equity securities at least 30 percent of its net asset... 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 Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8537 | |||
| Information Ratio | 0.0734 | |||
| Maximum Drawdown | 11.97 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.14 |
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 | 0.103 | |||
| Jensen Alpha | 0.1316 | |||
| Total Risk Alpha | 0.0587 | |||
| Sortino Ratio | 0.1232 | |||
| Treynor Ratio | 0.2958 |
Calvert Global February 17, 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 | 0.103 | |||
| Market Risk Adjusted Performance | 0.3058 | |||
| Mean Deviation | 0.7187 | |||
| Semi Deviation | 0.5977 | |||
| Downside Deviation | 0.8537 | |||
| Coefficient Of Variation | 817.72 | |||
| Standard Deviation | 1.43 | |||
| Variance | 2.05 | |||
| Information Ratio | 0.0734 | |||
| Jensen Alpha | 0.1316 | |||
| Total Risk Alpha | 0.0587 | |||
| Sortino Ratio | 0.1232 | |||
| Treynor Ratio | 0.2958 | |||
| Maximum Drawdown | 11.97 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.14 | |||
| Downside Variance | 0.7288 | |||
| Semi Variance | 0.3573 | |||
| Expected Short fall | (0.78) | |||
| Skewness | 5.07 | |||
| Kurtosis | 35.27 |
Calvert Global Equity Backtested Returns
Calvert Global appears to be very steady, given 3 months investment horizon. Calvert Global Equity secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Calvert Global Equity, which you can use to evaluate the volatility of the entity. Please makes use of Calvert Global's Mean Deviation of 0.7187, risk adjusted performance of 0.103, and Downside Deviation of 0.8537 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.56, 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 | -0.63 |
Very good reverse predictability
Calvert Global Equity has very good reverse predictability. Overlapping area represents the amount of predictability between Calvert Global time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 Equity price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Calvert Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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.
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account |