Calvert Aggressive Competition
| CAAAX Fund | USD 28.66 -0.14 -0.49% |
Calvert Aggressive vs Nasdaq 100 Correlation Overview
Average diversification
For the present investment horizon, the measured correlation between CAAAX and NDXKX stands at 0.13, or Average diversification. The cleaner interpretation is to review correlation beside volatility, expected return, and the role each holding plays in the portfolio.
Moving together with Calvert Mutual Fund
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calvert Aggressive's price to converge to an average value over time is called mean reversion.
Calvert Aggressive Competition Correlation Matrix
Correlation analysis between Calvert Aggressive Allocation and its competitors helps investors understand whether diversification is real or only superficial inside the same peer group. This matrix is most informative when investors want to know whether adding another peer would improve diversification, increase crowding, or leave total risk largely unchanged.
High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Calvert Mutual Fund performing well and Calvert Aggressive Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Calvert Aggressive's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| NQQQX | 0.79 | -0.04 | 0.00 | -0.09 | 0.00 | 1.40 | 4.19 | |||
| BBHLX | 0.79 | 0.03 | 0.00 | -0.01 | 0.00 | 1.56 | 5.07 | |||
| LAVVX | 0.52 | 0.02 | 0.00 | -0.02 | 0.00 | 0.99 | 3.00 | |||
| ARCHX | 0.40 | 0.08 | 0.18 | 0.12 | 0.41 | 0.80 | 2.89 | |||
| SCYVX | 0.79 | 0.18 | 0.18 | 0.13 | 0.85 | 2.27 | 5.57 | |||
| IMLPX | 0.64 | 0.21 | 0.36 | -15.09 | 0.39 | 1.41 | 3.23 | |||
| NDXKX | 0.78 | -0.04 | 0.00 | -0.10 | 0.00 | 1.40 | 4.18 |
Calvert Aggressive Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
Peer Performance Charts
How to Analyze Calvert Aggressive Against Peers
Calvert Aggressive's peer analysis compares Calvert Aggressive with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether Calvert Aggressive trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where Calvert Aggressive leads or lags and what catalysts could close or widen the gap.