Calvert Us Correlations

Mutual Funds . USA . 
Fund . Calvert Large Cap
CFJIX Fund  USD 35.52  0.13  0.37%   
The current 90-days correlation between Calvert Large Cap and Needham Aggressive Growth is 0.6 (i.e., Poor diversification). The correlation of Calvert Us 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 Us Correlation With Market

Very poor diversification

The correlation between Calvert Large Cap and DJI is 0.86 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Large Cap 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 Large Cap. 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 inflation.

Moving together with Calvert Mutual Fund

  0.9CDHAX Calvert Developed MarketPairCorr
  0.9CDHRX Calvert InternationalPairCorr
  0.66CDSIX Calvert Short DurationPairCorr
  0.73CVMIX Calvert Emerging MarketsPairCorr
  0.72CVMCX Calvert Emerging MarketsPairCorr
  0.71CEYIX Calvert Equity PortfolioPairCorr
  0.78CFAIX Calvert ConservativePairCorr
  0.85CFJAX Calvert Large CapPairCorr
  0.77CFOIX Calvert Floating RatePairCorr
  0.92CFWAX Calvert Global WaterPairCorr
  0.96CGARX Calvert Responsible IndexPairCorr
  0.9CGAEX Calvert Global EnergyPairCorr
  0.85CYBAX Calvert High YieldPairCorr
  0.81CISIX Calvert Large CapPairCorr
  0.66CLDAX Calvert Long TermPairCorr
  1.0CLVRX Columbia InternationalPairCorr
  0.96CMACX Calvert Moderate AllPairCorr
  0.83CMJIX Calvert Mid CapPairCorr
  0.96CMJAX Calvert Mid CapPairCorr
  0.64CMMRX Calvert Mortgage AccessPairCorr
  0.83CMPAX Calvert Smallmid CapPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

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