Calvert Moderate Correlations

Mutual Funds . USA . 
Fund . Calvert Moderate Allocation
CMAAX Fund  USD 22.99  0.02  0.09%   
The current 90-days correlation between Calvert Moderate All and Qs Large Cap is -0.1 (i.e., Good diversification). The correlation of Calvert Moderate 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 Moderate Correlation With Market

Good diversification

The correlation between Calvert Moderate Allocation and DJI is -0.05 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Moderate Allocation 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 Moderate Allocation. 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 nation.

Moving together with Calvert Mutual Fund

  0.94CDHIX Calvert Developed MarketPairCorr
  0.98CDHAX Calvert Developed MarketPairCorr
  0.79CDICX Calvert Short DurationPairCorr
  0.98CDHRX Calvert InternationalPairCorr
  0.83CDSRX Calvert Short DurationPairCorr
  0.99CVMAX Calvert Emerging MarketsPairCorr
  0.64CVMIX Calvert Emerging MarketsPairCorr
  0.61CEMCX Calvert Emerging MarketsPairCorr
  0.61CEMAX Calvert Emerging MarketsPairCorr
  0.95CEYIX Calvert Equity PortfolioPairCorr
  0.95CEYRX Calvert EquityPairCorr
  0.61CWVIX Calvert InternationalPairCorr
  0.61CWVCX Calvert InternationalPairCorr
  0.95CFWIX Calvert Global WaterPairCorr
  0.96CGLIX Calvert Global EquityPairCorr
  0.63CGLAX Calvert Global EquityPairCorr
  0.98CYBAX Calvert High YieldPairCorr
  0.64CYBIX Calvert High YieldPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

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