Calvert Short Duration Fund Technical Analysis
| CDSIX Fund | USD 15.79 -0.03 -0.19% |
As of the 25th of March, shares of Calvert Short change hands at 15.79 per share. Momentum and volatility readings indicate Semi Deviation of 0.0905, coefficient of variation of 12269.86, and Risk Adjusted Performance of -0.05. The system measures statistical relationships between price fluctuations and trading activity. Indicator values are assessed relative to historical performance bands.
Calvert Short Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Calvert, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to CalvertCalvert |
What if' Analysis
Backtesting a what-if scenario on Calvert Short Duration shows how the fund may have behaved if the position had been entered, held, or resized under different historical assumptions. The real value is perspective: it shows whether the thesis would have remained investable across different historical windows or depended too heavily on one favorable stretch.
| 12/25/2025 |
| 03/25/2026 |
A 0.00 position in Calvert Short initiated on December 25, 2025 and held to today would record 0.00 in cumulative gains. The change equals a 0.0% net return in Calvert Short on balance over a 90 day window. Calvert Short shares sector or business overlap with AMG YACKTMAN, AMG YACKTMAN, OPTIMUM FIXED, Nuveen Dividend, FIDELITY LIMITED, Eaton Vance, and PIMCO Corporate. The fund typically invests at least 65 percent of its net assets in investment grade, U.S More
Calvert Short Upside and Downside Indicators Overview
This section highlights upside and downside signals that contextualize Calvert Short price behavior. All observations are drawn from recorded market transactions and price feeds.
| Downside Deviation | 0.1303 | |||
| Information Ratio | 0.4273 | |||
| Maximum Drawdown | 0.6942 | |||
| Value At Risk | -0.19 | |||
| Potential Upside | 0.1887 |
Volatility and Risk Indicators for Calvert Short Summary
Return variability and drawdown behavior for Calvert Short are summarized through these risk indicators. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | -0.05 | |||
| Total Risk Alpha | 9.0E-4 | |||
| Sortino Ratio | 0.4185 |
The mean reversion principle applied to Calvert Short's suggests that neither prolonged outperformance nor underperformance is permanent. Identifying the root cause of Calvert Short's price dislocation is essential before acting on a mean reversion signal. The mean reversion tendency in Calvert Short's price is a well-documented phenomenon in academic research. In many cases, Calvert Short's price extremes present statistical patterns that have recurred historically.
Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.05 | |||
| Mean Deviation | 0.0834 | |||
| Semi Deviation | 0.0905 | |||
| Downside Deviation | 0.1303 | |||
| Coefficient Of Variation | 12269.86 | |||
| Standard Deviation | 0.1276 | |||
| Variance | 0.0163 | |||
| Information Ratio | 0.4273 | |||
| Total Risk Alpha | 9.0E-4 | |||
| Sortino Ratio | 0.4185 | |||
| Maximum Drawdown | 0.6942 | |||
| Value At Risk | -0.19 | |||
| Potential Upside | 0.1887 | |||
| Downside Variance | 0.017 | |||
| Semi Variance | 0.0082 | |||
| Expected Short fall | -0.13 | |||
| Skewness | 1.08 | |||
| Kurtosis | 3.49 |
Calvert Short Duration Backtested Returns
Calvert Short presents a very low volatility profile within the defined horizon. It records an Efficiency (Sharpe) Ratio of close to zero, marking performance variability over 3 months. We identified twenty-three technical indicators influencing the company's volatility profile. Please review metrics such as Semi Deviation of 0.0905, coefficient of variation of 12269.86, and risk-adjusted performance of -0.05 to review dispersion measures. The fund has a Beta (Market Sensitivity) of 0.0, which means very low measured sensitivity to broad market movements. The returns on MARKET and Calvert Short are completely uncorrelated.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
The autocorrelation profile for Calvert Short Duration registers almost perfect reverse predictability between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling Calvert Short Duration's near-term price behavior. A serial correlation of -0.74 indicates that around 74.0% of current Calvert Short price fluctuations can be explained by its historical price movements. Given that Calvert Short Duration has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
This section evaluates Calvert Short through observed price and volume patterns. The dataset summarizes historical market behavior.
Technical Analysis
This analysis covers sixty data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Calvert Short Duration volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Calvert Short focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Volatility compression can precede expansion in dispersion regimes.
Unless otherwise specified, data for Calvert Short Duration is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsCalvert Short Technical Indicators
Investors following Calvert Short Duration often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. Used correctly, technical indicators support timing and risk control but should still be validated against broader market and business context.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.05 | |||
| Mean Deviation | 0.0834 | |||
| Semi Deviation | 0.0905 | |||
| Downside Deviation | 0.1303 | |||
| Coefficient Of Variation | 12269.86 | |||
| Standard Deviation | 0.1276 | |||
| Variance | 0.0163 | |||
| Information Ratio | 0.4273 | |||
| Total Risk Alpha | 9.0E-4 | |||
| Sortino Ratio | 0.4185 | |||
| Maximum Drawdown | 0.6942 | |||
| Value At Risk | -0.19 | |||
| Potential Upside | 0.1887 | |||
| Downside Variance | 0.017 | |||
| Semi Variance | 0.0082 | |||
| Expected Short fall | -0.13 | |||
| Skewness | 1.08 | |||
| Kurtosis | 3.49 |
March 25, 2026 Daily Trend Indicators
Investors following Calvert Short Duration often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. Used correctly, technical indicators support timing and risk control but should still be validated against broader market and business context.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 15.79 | ||
| Day Typical Price | 15.79 | ||
| Price Action Indicator | -0.02 |