Calvert Small/mid-cap Correlations

The correlation of Calvert Small/mid-cap is a statistical measure of how it moves in relation to other instruments. The correlation coefficient ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5.

Use Trending Equities to better understand diversified portfolio construction. Additional portfolio transparency improves capital positioning. 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 services.

Moving together with Calvert Mutual Fund

0.62	VSGAX	Vanguard Small Cap	Pair Corr
0.62	VISGX	Vanguard Small Cap	Pair Corr
0.68	VEXPX	Vanguard Explorer	Pair Corr
0.69	VEXRX	Vanguard Explorer	Pair Corr
0.72	JGMIX	Janus Triton	Pair Corr
0.72	JGMRX	Janus Triton	Pair Corr
0.72	JGMAX	Janus Triton	Pair Corr
0.72	JGMCX	Janus Triton	Pair Corr
0.73	JGMNX	Janus Triton	Pair Corr
0.72	FSMMX	Fs Multi Strategy	Pair Corr
0.75	BTMPX	Ishares Msci Eafe	Pair Corr
0.75	BTMKX	Blackrock International	Pair Corr
0.75	MDIIX	Blackrock Intern Index	Pair Corr
0.61	VMLTX	Vanguard Limited Term	Pair Corr
0.7	RWIFX	Capital World Growth	Pair Corr
0.71	EXG	Eaton Vance Tax	Pair Corr
0.8	VEVCX	Victory Sycamore Est	Pair Corr
0.77	HD	Home Depot	Pair Corr
0.72	BA	Boeing	Pair Corr
0.62	XOM	Exxon Mobil Corp	Pair Corr
0.7	MRK	Merck Company	Pair Corr
0.68	AA	Alcoa Corp	Pair Corr

Moving against Calvert Mutual Fund

0.62	MSFT	Microsoft Aggressive Push	Pair Corr
0.35	IBM	International Business	Pair Corr

Related Correlations Analysis

	PRKAX	NRCFX	FIKMX	JYEBX
PRKAX		0.93	0.95	0.86	PRKAX
NRCFX	0.93		0.99	0.98	NRCFX
FIKMX	0.95	0.99		0.97	FIKMX
JYEBX	0.86	0.98	0.97		JYEBX
	PRKAX	NRCFX	FIKMX	JYEBX

Risk-Adjusted Indicators

There is a big difference between Calvert Mutual Fund performing well and Calvert Small/mid-cap 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 Small/mid-cap'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.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PRKAX	0.45	0.14	0.21	0.60	0.29	-0.52	0.94	-0.90	4.51
NRCFX	0.48	0.08	0.11	0.25	0.57	-0.49	1.06	-1.08	3.07
FIKMX	0.18	0.03	0.11	0.36	0.11	-0.20	0.33	-0.33	0.97
JYEBX	0.55	0.07	0.09	0.20	0.63	-0.61	1.20	-1.28	3.52

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Calvert Small/mid-cap Correlations

Moving together with Calvert Mutual Fund

Moving against Calvert Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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