Calvert Global Equity Fund Technical Analysis
| CGLAX Fund | 17.08 -0.30 -1.73% |
As of the 14th of March 2026, Calvert Global trades at 17.08 per share. Key technical indicators include Downside Deviation of 0.8969, mean deviation of 0.7509, and Risk Adjusted Performance of 0.0694. The technical model evaluates historical price movement, trading volume, and volatility patterns to quantify trend strength. Current values are evaluated relative to sector peers and historical ranges.
Calvert Global 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
Running a what-if backtest on Calvert Global Equity gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether Calvert Global's historical reward profile was stable enough to support the current thesis.
| 12/14/2025 |
| 03/14/2026 |
If you invested 0.00 in Calvert Global on December 14, 2025 and closed the position today, you would earn 0.00 in total gains. That corresponds to a 0.0% return on investment in Calvert Global overall over 90 days. Calvert Global is related to or competes with Saat Moderate, BlackRock Moderate, STRATEGIC ALLOCATION:, Fidelity Managed, FRANKLIN LIFESMART, and Dimensional Retirement. Peer context helps frame relative positioning. Under normal market conditions, the fund will invest primarily in equity securities at least 30 percent of its net asset... More
Calvert Global Upside and Downside Indicators Overview
Upside and downside indicators for Calvert Global summarize momentum balance and potential range context for the fund. They compare current price to recent trend and sentiment readings.
| Downside Deviation | 0.8969 | |||
| Information Ratio | 0.1057 | |||
| Maximum Drawdown | 11.97 | |||
| Value At Risk | -1.38 | |||
| Potential Upside | 1.14 |
Calvert Global Market Risk Indicators Overview
Market risk indicators summarize volatility and return dispersion for Calvert Global. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | 0.0694 | |||
| Jensen Alpha | 0.102 | |||
| Total Risk Alpha | 0.1902 | |||
| Sortino Ratio | 0.1709 | |||
| Treynor Ratio | -0.75 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calvert Global's price to converge to an average value over time is called mean reversion.
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 | 0.0694 | |||
| Market Risk Adjusted Performance | -0.74 | |||
| Mean Deviation | 0.7509 | |||
| Semi Deviation | 0.7357 | |||
| Downside Deviation | 0.8969 | |||
| Coefficient Of Variation | 1224.84 | |||
| Standard Deviation | 1.45 | |||
| Variance | 2.1 | |||
| Information Ratio | 0.1057 | |||
| Jensen Alpha | 0.102 | |||
| Total Risk Alpha | 0.1902 | |||
| Sortino Ratio | 0.1709 | |||
| Treynor Ratio | -0.75 | |||
| Maximum Drawdown | 11.97 | |||
| Value At Risk | -1.38 | |||
| Potential Upside | 1.14 | |||
| Downside Variance | 0.8044 | |||
| Semi Variance | 0.5412 | |||
| Expected Short fall | -0.82 | |||
| Skewness | 4.93 | |||
| Kurtosis | 34.18 |
Calvert Global Equity Backtested Returns
Calvert Global appears to exhibit a very low volatility profile over the selected 3 months investment horizon. It maintains a Sharpe Ratio (Efficiency) of 0.0807, representing adjusted performance consistency. We identified twenty-six technical indicators influencing the company's volatility profile. Please review metrics such as risk-adjusted performance of 0.0694, mean deviation of 0.7509, and Downside Deviation of 0.8969 to confirm whether our risk estimates align with your expectations. The fund has a beta of -0.14, which means relatively modest fluctuations relative to the market. As returns on the market increase, returns on Calvert Global tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Calvert Global is likely to outperform the market.
Auto-correlation | -0.41 |
Modest reverse predictability
Serial correlation analysis for Calvert Global Equity reveals modest reverse predictability across the intervals from 14th of December 2025 to 28th of January 2026 and from 28th of January 2026 to 14th of March 2026. The degree of alignment between past and current intervals shapes expectations about Calvert Global Equity's price persistence. At -0.41, just about 41.0% of current Calvert Global price movement aligns with historical price trajectory. Given that Calvert Global Equity has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Calvert Global technical mutual fund analysis uses price and volume transformations to study behavior. Typical tools include moving averages, relative strength index, regressions, and price correlations.
Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. 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 Global Equity volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Calvert Global focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Trend persistence provides context for directional stability. Certain defensive traits may reduce sensitivity to broader macroeconomic fluctuations.
Unless otherwise specified, data for Calvert Global Equity 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:
Ellen Johnson - Member of Macroaxis Editorial BoardCalvert Global Technical Indicators
A technical review of Calvert Global Equity can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0694 | |||
| Market Risk Adjusted Performance | -0.74 | |||
| Mean Deviation | 0.7509 | |||
| Semi Deviation | 0.7357 | |||
| Downside Deviation | 0.8969 | |||
| Coefficient Of Variation | 1224.84 | |||
| Standard Deviation | 1.45 | |||
| Variance | 2.1 | |||
| Information Ratio | 0.1057 | |||
| Jensen Alpha | 0.102 | |||
| Total Risk Alpha | 0.1902 | |||
| Sortino Ratio | 0.1709 | |||
| Treynor Ratio | -0.75 | |||
| Maximum Drawdown | 11.97 | |||
| Value At Risk | -1.38 | |||
| Potential Upside | 1.14 | |||
| Downside Variance | 0.8044 | |||
| Semi Variance | 0.5412 | |||
| Expected Short fall | -0.82 | |||
| Skewness | 4.93 | |||
| Kurtosis | 34.18 |
March 14, 2026 Daily Trend Indicators
A technical review of Calvert Global Equity can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | -Huge | ||
| Rate Of Daily Change | 0.98 | ||
| Day Median Price | 17.08 | ||
| Day Typical Price | 17.08 | ||
| Price Action Indicator | -0.15 |