Calvert Global Energy Fund Technical Analysis
| CAEIX Fund | USD 16.90 0.18 1.08% |
As of the 9th of May, shares of CALVERT GLOBAL change hands at 16.90 per share. Momentum and volatility readings indicate Risk Adjusted Performance of 0.1212, downside deviation of 1.32, and Mean Deviation of 0.9372. The system measures statistical relationships between price fluctuations and trading activity. Indicator values are assessed relative to historical performance bands.
CALVERT GLOBAL Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as CALVERT GLOBAL, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to CALVERT GLOBALCALVERT GLOBAL |
What-If Analysis
What-if analysis for Calvert Global Energy is essentially a historical sensitivity test that shows how changes in the investment horizon could have altered realized return, drawdown, and timing outcomes. The analytical value is perspective: it shows whether the thesis would have remained investable across different historical windows or depended too heavily on one favorable stretch.
| 02/08/2026 |
| 05/09/2026 |
Starting with 0.00 in CALVERT GLOBAL on February 8, 2026 and exiting today would produce 0.00 in aggregate gains. Overall, this is a 0.0% cumulative return in CALVERT GLOBAL on balance over 90 days. CALVERT GLOBAL is related to or competes with NEEDHAM GROWTH, WILLIAM BLAIR, BlackRock 2037, WALDEN ASSET, Dana Unconstrained, BlackRock LifePath, and SMALL COMPANY. The fund concentrates in the sustainable energy solutions industry and normally invests at least 80 percent of its net a... More
CALVERT GLOBAL Momentum Range Indicators Signals
Upside and downside indicators for CALVERT GLOBAL summarize momentum balance and potential range context for the fund. Divergence between momentum direction and price direction can precede trend shifts.
| Downside Deviation | 1.32 | |||
| Information Ratio | 0.117 | |||
| Maximum Drawdown | 6.64 | |||
| Value At Risk | -1.59 | |||
| Potential Upside | 2.67 |
CALVERT GLOBAL Volatility and Risk Indicators Dashboard
Market risk indicators summarize volatility and return dispersion for CALVERT GLOBAL. Correlation with benchmark returns indicates how much diversification benefit the position provides within a broader portfolio.| Risk Adjusted Performance | 0.1212 | |||
| Jensen Alpha | 0.1483 | |||
| Total Risk Alpha | 0.1516 | |||
| Sortino Ratio | 0.1145 | |||
| Treynor Ratio | -0.84 |
The mean reversion principle applied to CALVERT GLOBAL's suggests that neither prolonged outperformance nor underperformance is permanent. Identifying the root cause of CALVERT GLOBAL's price dislocation is essential before acting on a mean reversion signal. The mean reversion tendency in CALVERT GLOBAL's price is a well-documented phenomenon in academic research. In many cases, CALVERT GLOBAL's price extremes present statistical patterns that have recurred historically.
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 | 0.1212 | |||
| Market Risk Adjusted Performance | -0.83 | |||
| Mean Deviation | 0.9372 | |||
| Semi Deviation | 1.12 | |||
| Downside Deviation | 1.32 | |||
| Coefficient Of Variation | 812.51 | |||
| Standard Deviation | 1.29 | |||
| Variance | 1.66 | |||
| Information Ratio | 0.117 | |||
| Jensen Alpha | 0.1483 | |||
| Total Risk Alpha | 0.1516 | |||
| Sortino Ratio | 0.1145 | |||
| Treynor Ratio | -0.84 | |||
| Maximum Drawdown | 6.64 | |||
| Value At Risk | -1.59 | |||
| Potential Upside | 2.67 | |||
| Downside Variance | 1.74 | |||
| Semi Variance | 1.25 | |||
| Expected Short fall | -1.01 | |||
| Skewness | -0.05 | |||
| Kurtosis | 1.55 |
Calvert Global Energy Backtested Returns
CALVERT GLOBAL presents a very low volatility profile within the defined horizon. It maintains a Sharpe Ratio (Efficiency) of 0.11, representing adjusted performance consistency. We identified twenty-seven technical indicators influencing the company's volatility profile. Please review metrics such as risk-adjusted performance of 0.1212, downside deviation of 1.32, and mean deviation of 0.9372 to review dispersion measures. The fund retains a Market Sensitivity (Beta) of -0.18, which alludes to very low measured sensitivity to broad market movements. CALVERT GLOBAL shows a mild inverse relationship with the market, drifting lower in rallies and holding up during downturns.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Serial correlation analysis for Calvert Global Energy reveals almost perfect reverse predictability across the intervals from 8th of February 2026 to 25th of March 2026 and from 25th of March 2026 to 9th of May 2026. The degree of alignment between past and current intervals shapes expectations about Calvert Global Energy's price persistence. At -0.71, around 71.0% of current CALVERT GLOBAL price movement aligns with historical price trajectory. Given that Calvert Global Energy has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.45 |
CALVERT GLOBAL is evaluated through observed price and volume patterns. Key inputs include moving averages and strength indicators.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Calvert Global Energy volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of CALVERT GLOBAL focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Volatility compression can precede expansion in dispersion regimes.
Calvert Global Energy data is compiled from fund disclosures and market reference feeds and standardized for comparability.
Editorial review and methodology oversight provided by: Michael Smolkin, Member of Macroaxis Board of Directors
Technical Indicators
A technical review of Calvert Global Energy can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. Confirming one signal with others instead of reacting to one pattern in isolation improves the quality of the conclusion.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1212 | |||
| Market Risk Adjusted Performance | -0.83 | |||
| Mean Deviation | 0.9372 | |||
| Semi Deviation | 1.12 | |||
| Downside Deviation | 1.32 | |||
| Coefficient Of Variation | 812.51 | |||
| Standard Deviation | 1.29 | |||
| Variance | 1.66 | |||
| Information Ratio | 0.117 | |||
| Jensen Alpha | 0.1483 | |||
| Total Risk Alpha | 0.1516 | |||
| Sortino Ratio | 0.1145 | |||
| Treynor Ratio | -0.84 | |||
| Maximum Drawdown | 6.64 | |||
| Value At Risk | -1.59 | |||
| Potential Upside | 2.67 | |||
| Downside Variance | 1.74 | |||
| Semi Variance | 1.25 | |||
| Expected Short fall | -1.01 | |||
| Skewness | -0.05 | |||
| Kurtosis | 1.55 |
May 9, 2026 Daily Trend Indicators
A technical review of Calvert Global Energy can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. Confirming one signal with others instead of reacting to one pattern in isolation improves the quality of the conclusion.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 16.90 | ||
| Day Typical Price | 16.90 | ||
| Price Action Indicator | 0.09 |