Calvert Large Cap Fund Market Value
| CSXAX Fund | USD 54.62 0.18 0.33% |
| Symbol | Calvert |
Calvert Us '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 Us' 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 Us.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in Calvert Us on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Large Cap or generate 0.0% return on investment in Calvert Us over 90 days. Calvert Us is related to or competes with Amana Growth, Amana Growth, Fidelity Sai, Artisan International, Hartford Schroders, Mfs Municipal, and Thornburg International. The fund normally invests at least 95 percent of its net assets, including borrowings for investment purposes, in securi... More
Calvert Us 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 Us' 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 Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7739 | |||
| Information Ratio | 0.0265 | |||
| Maximum Drawdown | 7.15 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.25 |
Calvert Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Us' standard deviation. In reality, there are many statistical measures that can use Calvert Us historical prices to predict the future Calvert Us' volatility.| Risk Adjusted Performance | 0.085 | |||
| Jensen Alpha | 0.1074 | |||
| Total Risk Alpha | 0.0058 | |||
| Sortino Ratio | 0.0337 | |||
| Treynor Ratio | (0.63) |
Calvert Us February 21, 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 | 0.085 | |||
| Market Risk Adjusted Performance | (0.62) | |||
| Mean Deviation | 0.65 | |||
| Semi Deviation | 0.6609 | |||
| Downside Deviation | 0.7739 | |||
| Coefficient Of Variation | 921.22 | |||
| Standard Deviation | 0.9816 | |||
| Variance | 0.9636 | |||
| Information Ratio | 0.0265 | |||
| Jensen Alpha | 0.1074 | |||
| Total Risk Alpha | 0.0058 | |||
| Sortino Ratio | 0.0337 | |||
| Treynor Ratio | (0.63) | |||
| Maximum Drawdown | 7.15 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.25 | |||
| Downside Variance | 0.5989 | |||
| Semi Variance | 0.4368 | |||
| Expected Short fall | (0.76) | |||
| Skewness | 1.91 | |||
| Kurtosis | 9.96 |
Calvert Large Cap Backtested Returns
At this stage we consider Calvert Mutual Fund to be very steady. Calvert Large Cap secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calvert Large Cap, which you can use to evaluate the volatility of the entity. Please confirm Calvert Us' Mean Deviation of 0.65, downside deviation of 0.7739, and Risk Adjusted Performance of 0.085 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. The fund shows a Beta (market volatility) of -0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Calvert Us are expected to decrease at a much lower rate. During the bear market, Calvert Us is likely to outperform the market.
Auto-correlation | -0.34 |
Poor reverse predictability
Calvert Large Cap has poor reverse predictability. Overlapping area represents the amount of predictability between Calvert Us time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st 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 Large Cap price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Calvert Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
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 Us 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 Us security.
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