Calvert International Opportunities Fund Market Value
| CIOAX Fund | USD 19.16 0.13 0.67% |
| Symbol | Calvert |
Calvert International '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 International'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 International.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Calvert International on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert International Opportunities or generate 0.0% return on investment in Calvert International over 90 days. Calvert International is related to or competes with Blackrock Global, Cmg Ultra, Franklin Federal, Fidelity Flex, Astor Long/short, Easterly Snow, and Ultra-short Term. The fund invests primarily in common and preferred stocks of non-U.S More
Calvert International 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 International'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 International Opportunities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7243 | |||
| Information Ratio | 0.0402 | |||
| Maximum Drawdown | 3.35 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 0.9429 |
Calvert International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert International's standard deviation. In reality, there are many statistical measures that can use Calvert International historical prices to predict the future Calvert International's volatility.| Risk Adjusted Performance | 0.0946 | |||
| Jensen Alpha | 0.0497 | |||
| Total Risk Alpha | 0.0308 | |||
| Sortino Ratio | 0.0373 | |||
| Treynor Ratio | 0.1406 |
Calvert International January 29, 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 | 0.0946 | |||
| Market Risk Adjusted Performance | 0.1506 | |||
| Mean Deviation | 0.5142 | |||
| Semi Deviation | 0.5538 | |||
| Downside Deviation | 0.7243 | |||
| Coefficient Of Variation | 760.93 | |||
| Standard Deviation | 0.6721 | |||
| Variance | 0.4518 | |||
| Information Ratio | 0.0402 | |||
| Jensen Alpha | 0.0497 | |||
| Total Risk Alpha | 0.0308 | |||
| Sortino Ratio | 0.0373 | |||
| Treynor Ratio | 0.1406 | |||
| Maximum Drawdown | 3.35 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 0.9429 | |||
| Downside Variance | 0.5247 | |||
| Semi Variance | 0.3067 | |||
| Expected Short fall | (0.58) | |||
| Skewness | 0.0043 | |||
| Kurtosis | 0.4781 |
Calvert International Backtested Returns
At this stage we consider Calvert Mutual Fund to be very steady. Calvert International secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calvert International Opportunities, which you can use to evaluate the volatility of the entity. Please confirm Calvert International's Downside Deviation of 0.7243, mean deviation of 0.5142, and Risk Adjusted Performance of 0.0946 to double-check if the risk estimate we provide is consistent with the expected return of 0.0883%. 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 International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calvert International is expected to be smaller as well.
Auto-correlation | 0.34 |
Below average predictability
Calvert International Opportunities has below average predictability. Overlapping area represents the amount of predictability between Calvert International time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 International price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Calvert International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
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Other Information on Investing in Calvert Mutual Fund
Calvert International 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 International security.
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios |