Calvert Income Fund Manager Performance Evaluation

CINCX Fund  USD 15.16  -0.09  -0.59%   
The fund maintains a Beta of 0.0778, which signifies very low measured sensitivity to broad market movements. With a sub-1 beta, CALVERT INCOME typically participates in market rallies at a reduced pace while often limiting downside exposure.
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
Calvert Income Fund has delivered negative risk-adjusted returns across the last 90 days, suggesting that volatility was not compensated by return. Current market capitalization is about 15.0. Despite somewhat strong fundamental indicators, CALVERT INCOME 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 Ratio0.6700
  

Relative Risk vs. Return Landscape

If you had invested $ 1,532 in Calvert Income Fund on December 27, 2025 and sold it today you would have lost $ 16.00 from holding Calvert Income Fund or given up 1.04% of portfolio value over 90 days. Calvert Income Fund is currently producing negative expected returns and carries 0.2288% volatility of returns over 90 trading days. Put another way, 2% 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 INCOME is expected to generate 0.27 times more return on investment than the market. However, the fund is 3.73 times less risky than the market. It trades about -0.07 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.1 per unit of risk.

Historical Prices of Calvert Income

Below is the normalized historical share price chart for Calvert Income Fund extending back to September 11, 2000. 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 INCOME stands at 15.16, as last reported on the 27th of March, with the highest price reaching 15.16 and the lowest price hitting 15.16 during the day.
Macro event markers
 
Dot-com Bubble
 
Housing Crash
 
Credit Downgrade
 
Yuan Drop
 
Covid
 
Interest Hikes

Target Price Odds to finish over Current Price

The concept of mean reversion, where CALVERT Mutual Fund price gravitates toward equilibrium, is fundamental to market analysis. This pattern is a cornerstone of many forecasting models, though periods of persistent mispricing occur. Investors demand compensation for the additional risk inherent in funds that remain mispriced longer. The concept of price convergence is essential context for any investor forecasting CALVERT Mutual Fund price direction.
Current PriceHorizonTarget PriceOdds moving above the current price in 90 days
15.16 90 days 15.16
about 99.0
Statistical modeling indicates that the probability of CALVERT INCOME moving above the current price in 90 days from now is about 99.0 . The historical return profile over this window has produced more above-current than below-current outcomes. (This fund distribution maps the range in which CALVERT Mutual Fund has been most likely to trade over the next 90 days).
Assuming a 90-day horizon CALVERT INCOME has a beta of 0.0778 suggesting as returns on the market go up, CALVERT INCOME's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Calvert Income Fund is expected to be smaller as well. Additionally, Calvert Income Fund 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 INCOME Price Density   
       Price  

Predictive Modules for CALVERT INCOME

Accurately predicting the fund market is one of the most challenging tasks for investors analyzing Calvert Income. No single approach dominates, but the practice of forecasting remains an essential element of the investment process. Investors benefit from applying a variety of techniques rather than relying on a single model for Calvert Income. The practice of comparing forecasts for Calvert Income builds analytical resilience regardless of which model proves most accurate.
Experienced investors tracking CALVERT INCOME's watch for mean reversion setups where price has deviated from its long-run average. Sentiment extremes, news events, or liquidity shocks are common catalysts for these temporary dislocations in CALVERT INCOME. Prices periodically overshoot their intrinsic value in both directions, creating mean reversion opportunities in CALVERT INCOME. The mean reversion signal is most useful when combined with fundamental confirmation for CALVERT INCOME's.
Hype
Prediction
LowEstimatedHigh
14.9315.1615.39
Details
Intrinsic
Valuation
LowRealHigh
14.9915.2215.45
Details
Naive
Forecast
LowNextHigh
14.9615.1915.42
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
15.1415.4015.66
Details
Peer comparison enriches CALVERT INCOME analysis by revealing how the company ranks against competitors. CALVERT INCOME's multiples must be compared to direct competitors to determine genuine value. Superior peer-relative performance is one of the strongest justifications for CALVERT INCOME's valuation premium. Cross-company comparison is essential to validate or challenge any investment thesis on Calvert Income.

Primary Risk Indicators

Volatility has been a defining feature of the mutual fund market in recent decades, and CALVERT INCOME has reflected that pattern. Sudden corrections and sharp rallies have tested many portfolios that include CALVERT INCOME. A risk management approach built around CALVERT INCOME's volatility metrics can help investors manage downside exposure. Tracking CALVERT INCOME's risk indicators over time reveals how the risk profile evolves across market cycles.
α
Alpha over Dow Jones
-0.0147
β
Beta against Dow Jones0.08
σ
Overall volatility
0.1
Ir
Information ratio 0.25

Investor Alerts and Insights

For investors following CALVERT INCOME, automated alerts provide early signals of meaningful shifts in fund dynamics. Calvert Income notifications highlight material changes that could affect portfolio decisions and overall risk exposure. Investors can customize CALVERT INCOME alert parameters to match their risk tolerance and investment horizon. Pairing alerts with independent analysis strengthens conviction in CALVERT INCOME investment decisions.
Calvert Income generated a negative expected return over the last 90 days

CALVERT INCOME Fundamentals Growth

The pricing of CALVERT Mutual Fund is heavily influenced by CALVERT INCOME's fundamental performance over time. Investors monitor revenue growth, profit margins, cash flow generation, and debt management as key indicators. The performance of CALVERT Mutual Fund is closely linked to CALVERT INCOME's underlying financial metrics and growth rates. Profitability trends, cash flow generation, and capital structure remain the key fundamentals for CALVERT Mutual Fund.
Total Asset870.14 M

Performance Metrics & Calculation Methodology

CALVERT INCOME risk-adjusted performance evaluates NAV returns relative to the variability experienced across reporting periods. Sharpe and Sortino ratios frame return efficiency relative to total and downside risk.

Calvert Income Fund metrics are compiled from fund disclosures and market reference feeds and normalized before display. Not all fields update in real time. 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 March 5th, 2026