Calvert Balanced Portfolio Fund Market Value
| CSIFX Fund | USD 46.50 0.04 0.09% |
| Symbol | Calvert |
Calvert Balanced '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 Balanced'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 Balanced.
| 12/04/2022 |
| 11/23/2024 |
If you would invest 0.00 in Calvert Balanced on December 4, 2022 and sell it all today you would earn a total of 0.00 from holding Calvert Balanced Portfolio or generate 0.0% return on investment in Calvert Balanced over 720 days. The investment seeks to achieve a competitive total return through an actively managed portfolio of stocks, bonds, and m... More
Calvert Balanced 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 Balanced'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 Balanced Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5982 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 2.73 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 0.8396 |
Calvert Balanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Balanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Balanced's standard deviation. In reality, there are many statistical measures that can use Calvert Balanced historical prices to predict the future Calvert Balanced's volatility.| Risk Adjusted Performance | 0.0694 | |||
| Jensen Alpha | 0.0343 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.6661 |
Calvert Balanced Por Backtested Returns
At this stage we consider Calvert Mutual Fund to be very steady. Calvert Balanced Por secures Sharpe Ratio (or Efficiency) of 0.096, which signifies that the fund had a 0.096% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Calvert Balanced Portfolio, which you can use to evaluate the volatility of the entity. Please confirm Calvert Balanced's Mean Deviation of 0.3848, risk adjusted performance of 0.0694, and Downside Deviation of 0.5982 to double-check if the risk estimate we provide is consistent with the expected return of 0.0519%. The fund shows a Beta (market volatility) of 0.0629, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calvert Balanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calvert Balanced is expected to be smaller as well.
Auto-correlation | 0.74 |
Good predictability
Calvert Balanced Portfolio has good predictability. Overlapping area represents the amount of predictability between Calvert Balanced time series from 4th of December 2022 to 29th of November 2023 and 29th of November 2023 to 23rd of November 2024. 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 Balanced Por price movement. The serial correlation of 0.74 indicates that around 74.0% of current Calvert Balanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 6.63 |
Calvert Balanced Por lagged returns against current returns
Autocorrelation, which is Calvert Balanced mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Calvert Balanced's mutual fund expected returns. We can calculate the autocorrelation of Calvert Balanced returns to help us make a trade decision. For example, suppose you find that Calvert Balanced has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Calvert Balanced regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Calvert Balanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calvert Balanced mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calvert Balanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Calvert Balanced Lagged Returns
When evaluating Calvert Balanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calvert Balanced mutual fund have on its future price. Calvert Balanced autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Calvert Balanced autocorrelation shows the relationship between Calvert Balanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Calvert Balanced Portfolio.
Regressed Prices |
| Timeline |
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 Balanced 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 Balanced security.
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