Calvert Emerging Markets Fund Manager Performance Evaluation

CEMCX Fund  USD 11.68  -0.03  -0.26%   
The fund owns a Beta (Systematic Risk) of 0.0352, which conveys relatively modest fluctuations relative to the market. With a sub-1 beta, Calvert Emerging participates in market rallies at a reduced pace while also limiting downside exposure.
Risk-Adjusted Performance
Mild
 
Weak
 
Strong
Across the last 90 days, the risk-adjusted return profile of Calvert Emerging Markets is weaker than 3% of the funds and fund portfolios reviewed by Macroaxis. The current category mapping is Diversified Emerging Mkts. Despite somewhat strong fundamental indicators, Calvert Emerging is not utilizing all of its potential. The current price disturbance may contribute to short-term losses for investors. Learn More
  

Relative Risk vs. Return Landscape

If you had invested $ 1,140 in Calvert Emerging Markets on December 20, 2025 and sold it today you would have earned a total of $ 31.00 from holding Calvert Emerging Markets or generated 2.72% return on investment over 90 days. Calvert Emerging Markets is currently producing a 0.0539% return and carries 1.3621% volatility of returns over 90 trading days. Put another way, 12% of traded mutual funds are less volatile than Calvert, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
This relative risk-return summary reviews how the instrument behaves against its benchmark. It works best as a comparative read on return quality, drawdown exposure, and volatility burden. Assuming a 90-day horizon Calvert Emerging is expected to generate 1.65 times more return on investment than the market. However, the fund is 1.65 times more volatile than its market benchmark. It trades about 0.04 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.11 per unit of risk.

Target Price Odds to finish over Current Price

A fundamental principle of fund forecasting is that prices tend to revert toward historical averages. For Calvert Mutual Fund, this mean-reverting tendency has been a useful tool for valuation. Still, some funds exhibit persistent mispricings that are only corrected when buying and selling pressure realign.
Current PriceHorizonTarget PriceOdds moving above the current price in 90 days
11.68 90 days 11.68
about 71.07
According to our probability model, the chance of Calvert Emerging moving above the current price in 90 days from now is about 71.07 (This probability chart for Calvert Emerging Markets depicts the range of likely prices for Calvert Mutual Fund over a 90-day horizon).
Assuming a 90-day horizon Calvert Emerging has a beta of 0.0352 suggesting as returns on the market go up, Calvert Emerging's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Calvert Emerging Markets is expected to be smaller as well. Additionally, Calvert Emerging Markets has an alpha of 0.154, implying that it can generate a 0.154 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).
   Calvert Emerging Price Density   
       Price  

Predictive Modules for Calvert Emerging

Predicting the direction of Calvert Emerging Markets and the broader fund market involves a range of quantitative and qualitative techniques. Although accurate forecasting remains elusive, the process of modeling future scenarios is a valuable part of investment decision-making. Comparing results from different methods frames the confidence level of their predictions.
The concept of mean reversion suggests that Calvert Emerging's price will eventually return toward its long-run average. High prices may deter value investors, while unusually low prices often attract buyers who anticipate a recovery.
Hype
Prediction
LowEstimatedHigh
10.3211.6813.04
Details
Intrinsic
Valuation
LowRealHigh
10.4611.8213.18
Details
Naive
Forecast
LowNextHigh
10.6612.0213.38
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
11.4212.3713.32
Details
Competitive analysis for Calvert Emerging compares its financial performance, valuation multiples, and growth trajectory against sector peers. This peer-relative view often uncovers mispricing that single-company analysis would miss.

Primary Risk Indicators

Market volatility over the last 10-20 years has created both risk and opportunity for mutual fund investors. Calvert Emerging has seen its share of dramatic price swings during this period. Implementing a hedging strategy and tracking Calvert Emerging's volatility and elasticity can help investors in Calvert Emerging Markets limit the impact of adverse market moves.
α
Alpha over Dow Jones
0.15
β
Beta against Dow Jones0.04
σ
Overall volatility
0.63
Ir
Information ratio 0.13

Investor Alerts and Insights

Real-time alerts for Calvert Emerging allow investors to track important fund developments as they happen. Reviewing ongoing notifications for Calvert Emerging Markets helps identify opportunities and risks before they are fully priced into the market.
Latest headline from news.google.com: Exclusive Iran War Puts Venture Funds Public Listing on Hold - WSJ
Calvert Emerging Markets has annual holdings turnover of about 142.0% suggesting active trading
This fund holds roughly 33.96% of its assets under management (AUM) in cash

Calvert Emerging Fundamentals Growth

Investors assess Calvert Mutual Fund by examining Calvert Emerging's underlying financial health. Revenue trajectory, earnings quality, profit margins, and leverage levels are among the most closely watched fundamentals that shape Calvert Mutual Fund market performance.

Performance Metrics & Calculation Methodology

Calvert Emerging performance is typically evaluated through NAV-based returns relative to category peers and stated objectives. Relative performance helps interpret behavior versus benchmarks or category peers.

For Calvert Emerging Markets, this section uses fund disclosures and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Return and risk statistics are calculated from historical price series.

This content is curated and reviewed by:

Rifka Kats - Member of Macroaxis Editorial Board
Last reviewed on February 26th, 2026