Calvert Large Cap Fund Technical Analysis
| CFJIX Fund | USD 33.93 -0.47 -1.37% |
As of the 22nd of March, shares of Calvert US change hands at 33.93 per share. Momentum and volatility readings indicate Standard Deviation of 0.8134, mean deviation of 0.633, and Risk Adjusted Performance of -0.02. The system measures statistical relationships between price fluctuations and trading activity. Indicator values are assessed relative to historical performance bands.
Calvert US 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
What-if analysis for Calvert Large Cap is essentially a historical sensitivity test that shows how changes in the investment horizon could have altered realized return, drawdown, and timing outcomes. The stronger interpretation comes from comparing realized return, risk, and path dependency instead of focusing only on the best historical outcome.
| 12/22/2025 |
| 03/22/2026 |
An initial 0.00 allocation to Calvert US on December 22, 2025 held through today would produce 0.00 in aggregate gains. The change equals a 0.0% cumulative return in Calvert US in aggregate over a 90 day window. The dataset is based on available price and volume observations. The dataset reflects available inputs without directional implication. Calvert US competes with or is related to MASSMUTUAL PREMIER, Artisan Emerging, Templeton Emerging, RBC EMERGING, Shelton Emerging, JPMORGAN EMERGING, and EP EMERGING. The list provides context for relative analysis. The manager employs a passive management strategy designed to track, as closely as possible, the performance of the inde... More
Calvert US Momentum Range Indicators Overview
Momentum range indicators for Calvert US reflect the balance between upside and downside price pressure. The readings reflect recent momentum relative to observed price ranges. The dataset is based on available price and volume observations. The dataset reflects available inputs without directional implication.
| Information Ratio | 0.0794 | |||
| Maximum Drawdown | 3.87 | |||
| Value At Risk | -1.37 | |||
| Potential Upside | 1.2 |
Volatility and Risk Indicators for Calvert US Dashboard
Market risk indicators summarize volatility and return dispersion for Calvert US. The signals are informational and describe volatility patterns. The information reflects structured market data collected across trading periods.| Risk Adjusted Performance | -0.02 | |||
| Jensen Alpha | 0.0571 | |||
| Total Risk Alpha | 0.066 | |||
| Treynor Ratio | -0.04 |
The mean reversion principle applied to Calvert US's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.
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 | -0.02 | |||
| Market Risk Adjusted Performance | -0.03 | |||
| Mean Deviation | 0.633 | |||
| Coefficient Of Variation | -3,427 | |||
| Standard Deviation | 0.8134 | |||
| Variance | 0.6616 | |||
| Information Ratio | 0.0794 | |||
| Jensen Alpha | 0.0571 | |||
| Total Risk Alpha | 0.066 | |||
| Treynor Ratio | -0.04 | |||
| Maximum Drawdown | 3.87 | |||
| Value At Risk | -1.37 | |||
| Potential Upside | 1.2 | |||
| Skewness | -0.09 | |||
| Kurtosis | 0.0134 |
Calvert Large Cap Backtested Returns
Calvert US presents a very low volatility profile within the defined horizon. It exhibits a Sharpe Ratio (Efficiency) of -0.0335, highlighting negative adjusted efficiency metrics. We identified twenty technical indicators influencing the company's volatility profile. Please review metrics such as standard deviation of 0.8134, mean deviation of 0.633, and risk-adjusted performance of -0.02 to review dispersion measures. The fund owns a Beta (Market Risk) of 0.92, which implies generally lower market sensitivity than the broad market. Calvert US tracks the broader market closely, rising and falling roughly in step with the benchmark.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Serial correlation analysis for Calvert Large Cap reveals almost perfect reverse predictability across the intervals from 22nd of December 2025 to 5th of February 2026 and from 5th of February 2026 to 22nd of March 2026. The degree of alignment between past and current intervals shapes expectations about Calvert Large Cap's price persistence. At -0.74, around 74.0% of current Calvert US price movement aligns with historical price trajectory. Given that Calvert Large Cap 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 | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.97 |
Technical analysis for Calvert US examines price and volume patterns over time. The approach includes tools such as moving averages and relative strength indicators. All inputs are derived from historical price and volume observations.
Technical Analysis
This analysis covers thirty-seven 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 Large Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Calvert US focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Volatility compression can precede expansion in dispersion regimes.
Inputs for Calvert Large Cap come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsCalvert US Technical Indicators
Technical analysis of Calvert Large Cap is useful because it frames whether the current trend still looks durable or is beginning to weaken. 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 | -0.02 | |||
| Market Risk Adjusted Performance | -0.03 | |||
| Mean Deviation | 0.633 | |||
| Coefficient Of Variation | -3,427 | |||
| Standard Deviation | 0.8134 | |||
| Variance | 0.6616 | |||
| Information Ratio | 0.0794 | |||
| Jensen Alpha | 0.0571 | |||
| Total Risk Alpha | 0.066 | |||
| Treynor Ratio | -0.04 | |||
| Maximum Drawdown | 3.87 | |||
| Value At Risk | -1.37 | |||
| Potential Upside | 1.2 | |||
| Skewness | -0.09 | |||
| Kurtosis | 0.0134 |
March 22, 2026 Daily Trend Indicators
Technical analysis of Calvert Large Cap is useful because it frames whether the current trend still looks durable or is beginning to weaken. 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 | 0.99 | ||
| Day Median Price | 33.93 | ||
| Day Typical Price | 33.93 | ||
| Price Action Indicator | -0.23 |