Calvert Floating-Rate Competition
| CFORX Fund | USD 8.57 -0.01 -0.12% |
Calvert Floating-Rate vs GROWTH STRATEGY Correlation Summary
Strong inverse diversification
Across the chosen horizon, Calvert Floating-Rate and GROWTH STRATEGY show a correlation of -0.29 and fall into the Strong inverse diversification bucket. A -0.29 reading means Calvert Floating-Rate and GROWTH STRATEGY have partial price overlap, offering some diversification benefit.
Moving together with Calvert Mutual Fund
| 0.79 | OOSYX | Oppenheimer Senior | PairCorr |
| 0.79 | OOSIX | Oppenheimer Senior | PairCorr |
| 0.7 | LFRIX | Floating Rate | PairCorr |
Moving Against Calvert Mutual Fund
The mean reversion effect in Calvert Floating-Rate is stronger when the initial deviation was driven by sentiment rather than fundamentals. Such deviations have sometimes corrected when the initial catalyst fades, though timing remains uncertain. The degree to which Calvert Floating-Rate's exhibits mean reversion depends on how efficiently the market prices new information. Short-term deviations can persist and even widen before correcting, making position sizing critical.
Calvert Floating-Rate Competition Correlation Matrix
Reviewing how Calvert Floating Rate Advantage moves relative to competing funds can show whether peer exposure is reducing portfolio risk or simply repeating the same market bet. 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
Return momentum in Calvert Mutual Fund is more useful when tested against peer-relative fundamentals and risk. Reviewing Calvert Floating-Rate's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BUFOX | 1.18 | 0.03 | 0.00 | -0.06 | 0.00 | 2.25 | 6.69 | |||
| IEMSX | 1.03 | 0.21 | 0.19 | -1.38 | 1.36 | 2.25 | 6.56 | |||
| ANGCX | 0.08 | 0.00 | 0.46 | -0.07 | 0.00 | 0.12 | 0.92 | |||
| DODEX | 0.85 | 0.16 | 0.13 | 0.14 | 1.15 | 1.67 | 5.88 | |||
| DLENX | 0.09 | -0.02 | 0.00 | -0.64 | 0.00 | 0.11 | 0.44 | |||
| TEMZX | 0.65 | 0.02 | 0.06 | -0.02 | 1.00 | 1.41 | 3.61 | |||
| RALAX | 0.49 | -0.02 | 0.09 | 0.02 | 0.74 | 0.91 | 3.19 |
Calvert Floating-Rate Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
Calvert Floating-Rate Competition Peer Performance Charts
How to Analyze Calvert Floating-Rate Against Peers
Calvert Floating-Rate's peer analysis compares Calvert Floating-Rate 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 Floating-Rate 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 Floating-Rate leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
Market share trends show Calvert Floating-Rate gaining ground while several peers have seen flat or declining positions. Geographic revenue mix for Calvert Floating-Rate versus peers affects currency exposure and growth opportunity differently. Comparing operational quality across peers can be more informative than reading one company in isolation.
This section for Calvert Floating Rate Advantage is built from fund disclosures and market reference feeds, with reporting definitions aligned before display. Values may update on different source schedules.