Calvert Small Cap Fund Market Value
| CSVIX Fund | USD 33.39 0.14 0.42% |
| 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.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Calvert Small on November 17, 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 Loomis Sayles, Loomis Sayles, Ab Discovery, Ab Discovery, Harbor Small, Harbor Small, and Clearbridge 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 | 0.8391 | |||
| Information Ratio | 0.135 | |||
| Maximum Drawdown | 17.07 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.07 |
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 | 0.1418 | |||
| Jensen Alpha | 0.2593 | |||
| Total Risk Alpha | 0.1883 | |||
| Sortino Ratio | 0.34 | |||
| Treynor Ratio | 0.2408 |
Calvert Small February 15, 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 | 0.1418 | |||
| Market Risk Adjusted Performance | 0.2508 | |||
| Mean Deviation | 1.03 | |||
| Semi Deviation | 0.3755 | |||
| Downside Deviation | 0.8391 | |||
| Coefficient Of Variation | 594.89 | |||
| Standard Deviation | 2.11 | |||
| Variance | 4.47 | |||
| Information Ratio | 0.135 | |||
| Jensen Alpha | 0.2593 | |||
| Total Risk Alpha | 0.1883 | |||
| Sortino Ratio | 0.34 | |||
| Treynor Ratio | 0.2408 | |||
| Maximum Drawdown | 17.07 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.07 | |||
| Downside Variance | 0.7041 | |||
| Semi Variance | 0.141 | |||
| Expected Short fall | (1.39) | |||
| Skewness | 5.46 | |||
| Kurtosis | 37.87 |
Calvert Small Cap Backtested Returns
Calvert Small appears to be very steady, given 3 months investment horizon. Calvert Small Cap secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the fund had a 0.2 % 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 0.8391, mean deviation of 1.03, and Risk Adjusted Performance of 0.1418 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.43, 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 | 0.50 |
Modest predictability
Calvert Small Cap has modest predictability. Overlapping area represents the amount of predictability between Calvert Small time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 Cap price movement. The serial correlation of 0.5 indicates that about 50.0% of current Calvert Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
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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