Calvert Floating Rate Advantage Fund Manager Performance Evaluation

CFOAX Fund  USD 8.59  -0.01  -0.12%   
The fund has a beta of -0.0012, which means relatively modest fluctuations relative to the market. As returns on the market increase, returns on Calvert Floating-Rate tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Calvert Floating-Rate is likely to outperform the market.
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
Calvert Floating Rate Advantage has delivered negative risk-adjusted returns across the last 90 days, suggesting that volatility was not compensated by return. Market capitalization should still be reviewed beside liquidity, leverage, and earnings quality. Despite somewhat strong basic indicators, Calvert Floating-Rate is not utilizing all of its potential. The current price disturbance may contribute to short-term losses for investors. Learn More
Expense Ratio Date1st of February 2026
Expense Ratio2.7900
  

Relative Risk vs. Return Landscape

If you had invested $ 860.00 in Calvert Floating Rate Advantage on December 19, 2025 and sold it today you would have lost $ 1.00 from holding Calvert Floating Rate Advantage or given up 0.12% of portfolio value over 90 days. Calvert Floating Rate Advantage is currently producing negative expected returns and carries 0.1105% volatility of returns over 90 trading days. Put another way, 0% 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 highlights whether the current reward profile compensates for the level of uncertainty assumed. Assuming a 90-day horizon Calvert Floating-Rate is expected to generate 0.13 times more return on investment than the market. However, the fund is 7.47 times less risky than the market. It trades about -0.02 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.08 per unit of risk.

Historical Prices of Calvert Floating Rate

Below is the normalized historical share price chart for Calvert Floating Rate Advantage extending back to October 10, 2017. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Calvert Floating-Rate stands at 8.59, as last reported on the 19th of March, with the highest price reaching 8.59 and the lowest price hitting 8.59 during the day.
Macro event markers
 
Covid
 
Interest Hikes

Target Price Odds to finish over Current Price

The tendency of Calvert Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of organized markets for forecasting. However, many studies suggest that some traded funds are consistently mispriced before demand and supply correct the spread. One possible explanation is that these funds carry additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds moving above the current price in 90 days
8.59 90 days 8.59
about 50.0
Based on a normal probability distribution, the odds of Calvert Floating-Rate moving above the current price in 90 days from now are about 50.0 (This Calvert Floating Rate Advantage probability density function shows the probability of Calvert Mutual Fund falling within a particular range of prices over 90 days).
Assuming a 90-day horizon Calvert Floating Rate Advantage has a beta of -0.0012 suggesting that as returns on the benchmark increase, returns on Calvert Floating-Rate tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Calvert Floating Rate Advantage is likely to outperform the market. Additionally, Calvert Floating Rate Advantage has a negative alpha, implying that the risk taken by holding this instrument is not justified. The fund is significantly underperforming the Dow Jones Industrial.
   Calvert Floating-Rate Price Density   
       Price  

Predictive Modules for Calvert Floating-Rate

There are currently many different techniques concerning forecasting the fund market as a whole, as well as predicting future values of individual instruments such as Calvert Floating Rate. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calvert Floating-Rate's price to converge to an average value over time is called mean reversion.
Hype
Prediction
LowEstimatedHigh
8.488.598.70
Details
Intrinsic
Valuation
LowRealHigh
7.739.369.47
Details
Naive
Forecast
LowNextHigh
8.488.598.70
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
8.558.588.61
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Calvert Floating-Rate. Your research has to be compared to or analyzed against Calvert Floating-Rate's peers to derive any actionable benefits.

Primary Risk Indicators

The last 10-20 years have been a volatile period for the mutual fund market. Calvert Floating-Rate is no exception. The market experienced several large corrections towards Calvert Floating-Rate's value, including sharp drops and substantial rallies. An investor can limit portfolio swings by implementing a hedging strategy designed to reduce downside losses. If you hold Calvert Floating Rate Advantage, one way to protect your portfolio is to watch for changing volatility and market elasticity of Calvert Floating-Rate within the framework of fundamental risk indicators.
α
Alpha over Dow Jones
-0.0153
β
Beta against Dow Jones-0.0012
σ
Overall volatility
0.02
Ir
Information ratio 0.66

Investor Alerts and Insights

Automated alerts tied to Calvert Floating-Rate help investors stay ahead of material changes in fund conditions. Monitoring ongoing notifications for Calvert Floating Rate is a practical way to spot shifts in technical or fundamental signals that may affect investment timing.
Calvert Floating-Rate generated a negative expected return over the last 90 days
The fund holds about 8.25% of its assets under management (AUM) in fixed income securities

Calvert Floating-Rate Fundamentals Growth

Calvert Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Calvert Floating-Rate, and Calvert Floating-Rate fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Calvert Mutual Fund performance.

Performance Metrics & Calculation Methodology

Calvert Floating-Rate performance is typically evaluated through NAV-based returns relative to category peers and stated objectives. Risk-adjusted measures provide context for return efficiency across regimes.

Unless otherwise specified, data for Calvert Floating Rate Advantage is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day. Return and risk statistics are calculated from historical price series.

This content is curated and reviewed by:

Ellen Johnson - Member of Macroaxis Editorial Board
Last reviewed on March 18th, 2026