Calvert International Opportunities Fund Market Value
| CIOAX Fund | USD 19.22 0.20 1.05% |
| 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.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in Calvert International on November 24, 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 Chartwell Small, Us Small, Ab Small, Ab Small, and Kinetics Small. 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 | 0.6659 | |||
| Information Ratio | 0.0499 | |||
| Maximum Drawdown | 3.35 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.1 |
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 | 0.125 | |||
| Jensen Alpha | 0.0645 | |||
| Total Risk Alpha | 0.0408 | |||
| Sortino Ratio | 0.0523 | |||
| Treynor Ratio | 0.1818 |
Calvert International February 22, 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 | 0.125 | |||
| Market Risk Adjusted Performance | 0.1918 | |||
| Mean Deviation | 0.5438 | |||
| Semi Deviation | 0.4365 | |||
| Downside Deviation | 0.6659 | |||
| Coefficient Of Variation | 605.44 | |||
| Standard Deviation | 0.6984 | |||
| Variance | 0.4877 | |||
| Information Ratio | 0.0499 | |||
| Jensen Alpha | 0.0645 | |||
| Total Risk Alpha | 0.0408 | |||
| Sortino Ratio | 0.0523 | |||
| Treynor Ratio | 0.1818 | |||
| Maximum Drawdown | 3.35 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.1 | |||
| Downside Variance | 0.4434 | |||
| Semi Variance | 0.1905 | |||
| Expected Short fall | (0.64) | |||
| Skewness | 0.294 | |||
| Kurtosis | 0.1984 |
Calvert International Backtested Returns
At this stage we consider Calvert Mutual Fund to be very steady. Calvert International secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Calvert International Opportunities, which you can use to evaluate the volatility of the entity. Please confirm Calvert International's Mean Deviation of 0.5438, risk adjusted performance of 0.125, and Downside Deviation of 0.6659 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. The fund shows a Beta (market volatility) of 0.58, 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 | 0.52 |
Modest predictability
Calvert International Opportunities has modest predictability. Overlapping area represents the amount of predictability between Calvert International time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd 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 International price movement. The serial correlation of 0.52 indicates that about 52.0% of current Calvert International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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 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.
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
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