Calvert US Semi Variance
| CFJIX Fund | | | USD 34.36 0.05 0.15% |
The Semi Variance technical lookup provides context for Calvert Large Cap and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Trending Equities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Calvert Large Cap within the portfolio mix. 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 gross domestic product.
Calvert Large Cap has current Semi Variance of 0.6142. Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 0.6142 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Calvert US Semi Variance Peers Comparison
Calvert Semi Variance Relative To Other Indicators
Calvert Large Cap ranks first in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
6.31 of Maximum Drawdown per Semi Variance. At
6.31 , Calvert Large Cap's Maximum Drawdown-to-Semi Variance multiple reflects the spread between these metrics
Semi-variance is the square of semi-deviation. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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