Calvert Moderate Correlations

Mutual Funds . USA . 
Fund . Calvert Moderate Allocation
CMAAX Fund  USD 23.13  0.04  0.17%   
The current 90-days correlation between Calvert Moderate All and Amg Managers Centersquare is -0.3 (i.e., Very 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

Very good diversification

The correlation between Calvert Moderate Allocation and DJI is -0.32 (i.e., Very 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

  0.97CDHIX Calvert Developed MarketPairCorr
  0.81CDICX Calvert Short DurationPairCorr
  0.87CDSIX Calvert Short DurationPairCorr
  0.97CVMRX Calvert Emerging MarketsPairCorr
  0.97CVMIX Calvert Emerging MarketsPairCorr
  0.97CVMCX Calvert Emerging MarketsPairCorr
  0.98CEFIX Congressional EffectPairCorr
  0.61CEMCX Calvert Emerging MarketsPairCorr
  0.74CEMAX Calvert Emerging MarketsPairCorr
  0.67CEYIX Calvert Equity PortfolioPairCorr
  0.61CEYRX Calvert EquityPairCorr
  0.66CWVIX Calvert InternationalPairCorr
  0.95CWVCX Calvert InternationalPairCorr
  0.99CGAEX Calvert Global EnergyPairCorr
  0.61CGJIX Calvert Large CapPairCorr
  0.98CYBAX 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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