Calvert Moderate Allocation Fund Market Value
| CLAIX Fund | USD 24.24 0.01 0.04% |
| Symbol | Calvert |
Calvert Moderate '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 Moderate'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 Moderate.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Calvert Moderate on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Moderate Allocation or generate 0.0% return on investment in Calvert Moderate over 90 days. Calvert Moderate is related to or competes with Calvert Developed, Calvert Developed, Calvert Short, Calvert International, Calvert Short, Calvert Short, and Calvert Emerging. The fund is a fund of funds that seeks to achieve its investment objectives by primarily allocating its assets among und... More
Calvert Moderate 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 Moderate'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 Moderate Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4299 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 2.35 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.8239 |
Calvert Moderate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Moderate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Moderate's standard deviation. In reality, there are many statistical measures that can use Calvert Moderate historical prices to predict the future Calvert Moderate's volatility.| Risk Adjusted Performance | 0.1601 | |||
| Jensen Alpha | 0.0332 | |||
| Total Risk Alpha | 0.0232 | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1756 |
Calvert Moderate February 27, 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 | 0.1601 | |||
| Market Risk Adjusted Performance | 0.1856 | |||
| Mean Deviation | 0.3719 | |||
| Semi Deviation | 0.2282 | |||
| Downside Deviation | 0.4299 | |||
| Coefficient Of Variation | 457.44 | |||
| Standard Deviation | 0.4662 | |||
| Variance | 0.2173 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | 0.0332 | |||
| Total Risk Alpha | 0.0232 | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1756 | |||
| Maximum Drawdown | 2.35 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.8239 | |||
| Downside Variance | 0.1848 | |||
| Semi Variance | 0.0521 | |||
| Expected Short fall | (0.46) | |||
| Skewness | (0.18) | |||
| Kurtosis | 0.5639 |
Calvert Moderate All Backtested Returns
At this stage we consider Calvert Mutual Fund to be very steady. Calvert Moderate All 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 Moderate Allocation, which you can use to evaluate the volatility of the entity. Please confirm Calvert Moderate's Risk Adjusted Performance of 0.1601, downside deviation of 0.4299, and Mean Deviation of 0.3719 to double-check if the risk estimate we provide is consistent with the expected return of 0.0567%. The fund shows a Beta (market volatility) of 0.52, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calvert Moderate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calvert Moderate is expected to be smaller as well.
Auto-correlation | 0.49 |
Average predictability
Calvert Moderate Allocation has average predictability. Overlapping area represents the amount of predictability between Calvert Moderate time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th 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 Moderate All price movement. The serial correlation of 0.49 indicates that about 49.0% of current Calvert Moderate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 Moderate 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 Moderate security.
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