Calvert Long Term Income Fund Market Value
| CLDIX Fund | USD 16.00 0.06 0.38% |
| Symbol | Calvert |
Calvert Long-term '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 Long-term'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 Long-term.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Calvert Long-term on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Long Term Income or generate 0.0% return on investment in Calvert Long-term over 90 days. Calvert Long-term is related to or competes with Kinetics Paradigm, Touchstone Sustainability, Nuveen Real, Fidelity Freedom, Highland Merger, Fidelity Salem, and Ave Maria. The fund typically invests at least 80 percent of its net assets in investment grade, U.S More
Calvert Long-term 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 Long-term'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 Long Term Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1892 | |||
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 0.6301 | |||
| Value At Risk | (0.25) | |||
| Potential Upside | 0.2524 |
Calvert Long-term Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Long-term's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Long-term's standard deviation. In reality, there are many statistical measures that can use Calvert Long-term historical prices to predict the future Calvert Long-term's volatility.| Risk Adjusted Performance | 0.0489 | |||
| Jensen Alpha | 0.0076 | |||
| Total Risk Alpha | 9.0E-4 | |||
| Sortino Ratio | (0.14) | |||
| Treynor Ratio | 0.2775 |
Calvert Long-term February 6, 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 | 0.0489 | |||
| Market Risk Adjusted Performance | 0.2875 | |||
| Mean Deviation | 0.1351 | |||
| Semi Deviation | 0.0704 | |||
| Downside Deviation | 0.1892 | |||
| Coefficient Of Variation | 898.19 | |||
| Standard Deviation | 0.1678 | |||
| Variance | 0.0282 | |||
| Information Ratio | (0.16) | |||
| Jensen Alpha | 0.0076 | |||
| Total Risk Alpha | 9.0E-4 | |||
| Sortino Ratio | (0.14) | |||
| Treynor Ratio | 0.2775 | |||
| Maximum Drawdown | 0.6301 | |||
| Value At Risk | (0.25) | |||
| Potential Upside | 0.2524 | |||
| Downside Variance | 0.0358 | |||
| Semi Variance | 0.005 | |||
| Expected Short fall | (0.16) | |||
| Skewness | (0.18) | |||
| Kurtosis | (0.37) |
Calvert Long Term Backtested Returns
At this stage we consider Calvert Mutual Fund to be very steady. Calvert Long Term secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calvert Long Term Income, which you can use to evaluate the volatility of the entity. Please confirm Calvert Long-term's Downside Deviation of 0.1892, risk adjusted performance of 0.0489, and Mean Deviation of 0.1351 to double-check if the risk estimate we provide is consistent with the expected return of 0.0201%. The fund shows a Beta (market volatility) of 0.0313, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calvert Long-term's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calvert Long-term is expected to be smaller as well.
Auto-correlation | 0.33 |
Below average predictability
Calvert Long Term Income has below average predictability. Overlapping area represents the amount of predictability between Calvert Long-term time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 Long Term price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Calvert Long-term price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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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 Long-term 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 Long-term security.
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