Calvert Smallmid Cap C Fund Market Value
| CMPCX Fund | 18.75 0.31 1.68% |
| Symbol | Calvert |
Calvert Small/mid-cap '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 Small/mid-cap'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 Small/mid-cap.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Calvert Small/mid-cap on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Smallmid Cap C or generate 0.0% return on investment in Calvert Small/mid-cap over 90 days. Calvert Small/mid-cap is related to or competes with Aqr Equity, Sp Midcap, Angel Oak, Doubleline Emerging, Black Oak, Payden Emerging, and Goldman Sachs. Under normal market conditions, the fund invests at least 80 percent of its net assets in common stocks of small- to mid... More
Calvert Small/mid-cap 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 Small/mid-cap'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 Smallmid Cap C upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7614 | |||
| Information Ratio | 0.082 | |||
| Maximum Drawdown | 8.78 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.68 |
Calvert Small/mid-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Small/mid-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Small/mid-cap's standard deviation. In reality, there are many statistical measures that can use Calvert Small/mid-cap historical prices to predict the future Calvert Small/mid-cap's volatility.| Risk Adjusted Performance | 0.1028 | |||
| Jensen Alpha | 0.0896 | |||
| Total Risk Alpha | 0.0643 | |||
| Sortino Ratio | 0.133 | |||
| Treynor Ratio | 0.1283 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calvert Small/mid-cap's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Calvert Small/mid-cap February 5, 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 | 0.1028 | |||
| Market Risk Adjusted Performance | 0.1383 | |||
| Mean Deviation | 0.8004 | |||
| Semi Deviation | 0.5562 | |||
| Downside Deviation | 0.7614 | |||
| Coefficient Of Variation | 744.6 | |||
| Standard Deviation | 1.23 | |||
| Variance | 1.52 | |||
| Information Ratio | 0.082 | |||
| Jensen Alpha | 0.0896 | |||
| Total Risk Alpha | 0.0643 | |||
| Sortino Ratio | 0.133 | |||
| Treynor Ratio | 0.1283 | |||
| Maximum Drawdown | 8.78 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.68 | |||
| Downside Variance | 0.5797 | |||
| Semi Variance | 0.3094 | |||
| Expected Short fall | (1.07) | |||
| Skewness | 2.61 | |||
| Kurtosis | 12.25 |
Calvert Small/mid-cap Backtested Returns
At this stage we consider Calvert Mutual Fund to be very steady. Calvert Small/mid-cap secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calvert Smallmid Cap C, which you can use to evaluate the volatility of the entity. Please confirm Calvert Small/mid-cap's Downside Deviation of 0.7614, mean deviation of 0.8004, and Risk Adjusted Performance of 0.1028 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. The fund shows a Beta (market volatility) of 1.21, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Calvert Small/mid-cap will likely underperform.
Auto-correlation | 0.27 |
Poor predictability
Calvert Smallmid Cap C has poor predictability. Overlapping area represents the amount of predictability between Calvert Small/mid-cap time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Small/mid-cap price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Calvert Small/mid-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
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 Small/mid-cap 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 Small/mid-cap security.
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