Calvert Equity Correlations

Mutual Funds . USA . 
Fund . Calvert Equity Portfolio
CEYIX Fund  USD 98.24  0.84  0.85%   
The current 90-days correlation between Calvert Equity Portfolio and Calvert Bond Portfolio is 0.22 (i.e., Modest diversification). The correlation of Calvert Equity is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Calvert Equity Correlation With Market

Very poor diversification

The correlation between Calvert Equity Portfolio and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Equity Portfolio and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Calvert Equity Portfolio. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.

Moving together with Calvert Mutual Fund

  0.83CDHIX Calvert Developed MarketPairCorr
  0.7CDICX Calvert Short DurationPairCorr
  0.67CDSIX Calvert Short DurationPairCorr
  0.78CVMIX Calvert Emerging MarketsPairCorr
  0.78CVMCX Calvert Emerging MarketsPairCorr
  0.75CEFAX Calvert Emerging MarketsPairCorr
  0.79CFAIX Calvert ConservativePairCorr
  0.84CFJIX Calvert Large CapPairCorr
  0.75CFOIX Calvert Floating RatePairCorr
  0.84CFWCX Calvert Global WaterPairCorr
  0.8CFWAX Calvert Global WaterPairCorr
  0.84CFWIX Calvert Global WaterPairCorr
  0.8CGAEX Calvert Global EnergyPairCorr
  0.83CGACX Calvert Global EnergyPairCorr
  0.76CYBAX Calvert High YieldPairCorr
  0.75CYBRX Calvert High YieldPairCorr
  0.69CIFCX Calvert IncomePairCorr
  0.83CISIX Calvert Large CapPairCorr
  0.86CLAIX Calvert Moderate AllPairCorr
  0.63CLDIX Calvert Long TermPairCorr
  0.64CLDAX Calvert Long TermPairCorr
  0.8CLVRX Columbia InternationalPairCorr
  0.86CMACX Calvert Moderate AllPairCorr
  0.82CMAAX Calvert Moderate AllPairCorr
  0.82CMJIX Calvert Mid CapPairCorr
  0.71CMPAX Calvert Small/mid-capPairCorr
  0.72COIIX Calvert InternationalPairCorr
  0.88CAACX Calvert AggressivePairCorr
  0.83CAAAX Calvert AggressivePairCorr
  0.79CAARX Calvert ConservativePairCorr
  0.83CAEIX Calvert Global EnergyPairCorr
  0.82CALCX Calvert ConservativePairCorr
  0.65CSBCX Calvert Bond PortfolioPairCorr
  0.69CSDAX Calvert Short DurationPairCorr
  0.81CSGCX Calvert Balanced PorPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Calvert Mutual Fund performing well and Calvert Equity 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 Equity'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.

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