Calvert Small Cap Fund Market Value
| CSCCX Fund | USD 22.36 0.19 0.84% |
| Symbol | Calvert |
Calvert Small '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'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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Calvert Small on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Small Cap or generate 0.0% return on investment in Calvert Small over 90 days. Calvert Small is related to or competes with Ab Discovery, Loomis Sayles, Fidelity Small, Harbor Small, Wasatch Core, and Optimum Large. The fund normally invests at least 80 percent of its net assets, including borrowings for investment purposes, in common... More
Calvert Small 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'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8469 | |||
| Information Ratio | 0.0871 | |||
| Maximum Drawdown | 24.5 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 2.08 |
Calvert Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Small's standard deviation. In reality, there are many statistical measures that can use Calvert Small historical prices to predict the future Calvert Small's volatility.| Risk Adjusted Performance | 0.0902 | |||
| Jensen Alpha | 0.2045 | |||
| Total Risk Alpha | 0.0616 | |||
| Sortino Ratio | 0.3038 | |||
| Treynor Ratio | 0.1777 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calvert Small'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 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 | 0.0902 | |||
| Market Risk Adjusted Performance | 0.1877 | |||
| Mean Deviation | 1.16 | |||
| Semi Deviation | 0.4374 | |||
| Downside Deviation | 0.8469 | |||
| Coefficient Of Variation | 888.75 | |||
| Standard Deviation | 2.95 | |||
| Variance | 8.71 | |||
| Information Ratio | 0.0871 | |||
| Jensen Alpha | 0.2045 | |||
| Total Risk Alpha | 0.0616 | |||
| Sortino Ratio | 0.3038 | |||
| Treynor Ratio | 0.1777 | |||
| Maximum Drawdown | 24.5 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 2.08 | |||
| Downside Variance | 0.7172 | |||
| Semi Variance | 0.1913 | |||
| Expected Short fall | (1.69) | |||
| Skewness | 6.78 | |||
| Kurtosis | 51.37 |
Calvert Small Cap Backtested Returns
Calvert Small appears to be not too volatile, given 3 months investment horizon. Calvert Small 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 Small Cap, which you can use to evaluate the volatility of the entity. Please makes use of Calvert Small's Downside Deviation of 0.8469, risk adjusted performance of 0.0902, and Mean Deviation of 1.16 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.81, 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 will likely underperform.
Auto-correlation | 0.22 |
Weak predictability
Calvert Small Cap has weak predictability. Overlapping area represents the amount of predictability between Calvert Small 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 Small Cap price movement. The serial correlation of 0.22 indicates that over 22.0% of current Calvert Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
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 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 security.
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