Calvert Emerging Correlations

The correlation of Calvert Emerging 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.

Check out Trending Equities to better understand how to build diversified portfolios. 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

0.66	CDHIX	Calvert Developed Market	Pair Corr
0.92	CDHAX	Calvert Developed Market	Pair Corr
0.93	CDHRX	Calvert International	Pair Corr
0.84	CDSRX	Calvert Short Duration	Pair Corr
0.73	CDSIX	Calvert Short Duration	Pair Corr
0.87	CVMRX	Calvert Emerging Markets	Pair Corr
0.87	CVMIX	Calvert Emerging Markets	Pair Corr
0.86	CVMCX	Calvert Emerging Markets	Pair Corr
0.95	CEFAX	Calvert Emerging Markets	Pair Corr
0.86	CEFIX	Congressional Effect	Pair Corr
0.71	CEYIX	Calvert Equity Portfolio	Pair Corr
0.71	CEYRX	Calvert Equity	Pair Corr
0.85	CFAIX	Calvert Conservative	Pair Corr
0.83	CFICX	Calvert Income	Pair Corr
0.82	CFJIX	Calvert Large Cap	Pair Corr
0.9	CFJAX	Calvert Large Cap	Pair Corr
0.77	CFOIX	Calvert Floating Rate	Pair Corr
0.84	CFWCX	Calvert Global Water	Pair Corr
0.94	CFWAX	Calvert Global Water	Pair Corr
0.96	CGARX	Calvert Responsible Index	Pair Corr
0.94	CGAEX	Calvert Global Energy	Pair Corr
0.8	CGBIX	Calvert Green Bond	Pair Corr
0.62	CGJIX	Calvert Large Cap	Pair Corr
0.89	CGLIX	Calvert Global Equity	Pair Corr
0.89	CGLAX	Calvert Global Equity	Pair Corr
0.9	CYBAX	Calvert High Yield	Pair Corr
0.9	CYBRX	Calvert High Yield	Pair Corr
0.9	CHBCX	Calvert High Yield	Pair Corr
0.83	CIFCX	Calvert Income	Pair Corr
0.76	CIOAX	Calvert International	Pair Corr

Related Correlations Analysis

	CCVAX	CSXAX	JOHAX	CIOAX	CVMIX
CCVAX		0.45	0.14	0.53	0.32	CCVAX
CSXAX	0.45		0.59	0.67	0.84	CSXAX
JOHAX	0.14	0.59		0.56	0.75	JOHAX
CIOAX	0.53	0.67	0.56		0.66	CIOAX
CVMIX	0.32	0.84	0.75	0.66		CVMIX
	CCVAX	CSXAX	JOHAX	CIOAX	CVMIX

Risk-Adjusted Indicators

There is a big difference between Calvert Mutual Fund performing well and Calvert Emerging 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 Emerging'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
CCVAX	0.82	(0.08)	(0.06)	0.05	0.92	(0.88)	1.59	(1.53)	4.61
CSXAX	0.49	0.15	0.03	(0.77)	0.33	(0.56)	1.25	(0.78)	2.94
JOHAX	0.57	0.11	(0.03)	(0.77)	0.45	(0.77)	1.13	(0.88)	3.72
CIOAX	0.53	(0.03)	(0.09)	0.07	0.71	(0.52)	1.15	(1.19)	2.87
CVMIX	0.58	0.12	0.00	(3.26)	0.56	(0.63)	1.28	(1.20)	4.44

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Calvert Emerging Correlations

Moving together with Calvert Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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