Calvert Bond Correlations

Mutual Funds . USA . 
Fund . Calvert Bond Portfolio
CSBCX Fund  USD 14.68  0.03  0.20%   
The current 90-days correlation between Calvert Bond Portfolio and Dodge Income Fund is -0.08 (i.e., Good diversification). The correlation of Calvert Bond 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 Bond Correlation With Market

Average diversification

The correlation between Calvert Bond Portfolio and DJI is 0.17 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Bond 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 Bond Portfolio. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as various price indices.

Moving together with Calvert Mutual Fund

  0.7CDICX Calvert Short DurationPairCorr
  0.64CAARX Calvert ConservativePairCorr
  0.68FIWGX Strategic AdvisersPairCorr
  0.72MWTNX Metropolitan West TotalPairCorr
  0.64PTTPX Pimco Total ReturnPairCorr
  0.64PTRRX Total ReturnPairCorr
  0.64PTRAX Total ReturnPairCorr
  0.65PDBSX Prudential Total ReturnPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Calvert Mutual Fund performing well and Calvert Bond 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 Bond'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
DODIX  0.14  0.00 (0.20) 1.01  0.10 
(0.18)
 0.31 
(0.31)
 0.94 
DOXIX  0.16 (0.01) 0.00 (0.37) 0.00 
 0.00 
 0.31 
(0.31)
 1.24 
FIWGX  0.14 (0.01)(0.24)(0.50) 0.16 
(0.19)
 0.32 
(0.32)
 0.76 
MWTNX  0.17 (0.01)(0.22)(0.24) 0.21 
(0.20)
 0.33 
(0.33)
 1.08 
MWTSX  0.14 (0.01)(0.21)(0.40) 0.17 
(0.19)
 0.23 
(0.35)
 1.04 
PTTPX  0.15  0.01 (0.15) 0.42  0.11 
(0.20)
 0.34 
(0.34)
 0.79 
PTRRX  0.15  0.01 (0.15) 0.42  0.11 
(0.20)
 0.34 
(0.34)
 0.79 
PTRAX  0.15  0.01 (0.15) 0.42  0.11 
(0.20)
 0.34 
(0.34)
 0.79 
PTTRX  0.15  0.01 (0.15) 0.54  0.10 
(0.20)
 0.34 
(0.34)
 0.79 
PDBSX  0.15  0.00 (0.21)(0.08) 0.16 
(0.16)
 0.33 
(0.33)
 0.90 

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