Calvert Floating Rate Advantage Fund Volatility
| CFOAX Fund | USD 8.60 0.02 0.23% |
Calvert Floating Rate Advantage continues to exhibit a minimal volatility profile over the designated horizon. On a risk-adjusted basis, Calvert Floating Rate Advantage records a Sharpe Ratio (Efficiency) of -0.0544, indicating negative risk-adjusted returns over the last 3 months. The current market-risk setup reflects 22 technical indicators.
Sharpe Ratio = -0.0544
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Calvert Floating Rate Advantage posted a Market Risk Adjusted Performance of -3.0%, a Risk of 0.11, and a Risk Adjusted Performance of -0.1% for the reported period. Based on monthly moving average Calvert Floating is not performing at its full potential. However, if added to a well-diversified portfolio the total return can be enhanced and market risk can be reduced.
Key indicators related to Calvert Floating's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Calvert Floating Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Calvert daily returns, and it is calculated using variance and standard deviation.
Calvert |
Calvert Floating Volatility Strategy
Calvert Floating Rate Advantage price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 0.11% with a beta coefficient of 0.005, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0544, evaluates return per unit of total risk. An alpha value of -0.0151 reflects performance relative to systematic market exposure. Expected return estimates near -0.0058% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to Calvert Floating's market risk premium analysis include:
Beta 0.005 | Alpha -0.02 | Risk 0.11 | Sharpe Ratio -0.05 | Expected Return -0.01 |
Moving together with Calvert Mutual Fund
Moving against Calvert Mutual Fund
| 0.61 | CDSIX | Calvert Short Duration | PairCorr |
| 0.56 | CDHAX | Calvert Developed Market | PairCorr |
| 0.56 | CDICX | Calvert Short Duration | PairCorr |
| 0.53 | CVMAX | Calvert Emerging Markets | PairCorr |
| 0.51 | CFICX | Calvert Income | PairCorr |
| 0.5 | CDHIX | Calvert Developed Market | PairCorr |
| 0.5 | CDHRX | Calvert International | PairCorr |
| 0.48 | CVMRX | Calvert Emerging Markets | PairCorr |
| 0.48 | CVMIX | Calvert Emerging Markets | PairCorr |
| 0.48 | CVMCX | Calvert Emerging Markets | PairCorr |
Calvert Floating Sensitivity To Market
Calvert Floating'sCalvert Floating beta coefficient measures the volatility of Calvert mutual fund relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing Calvert returns against market returns. A beta of 0.005 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 0.11%.Calvert Floating Rate Advantage has shown noticeable price swings over the selected period. Downside deviation is about 0.0% and standard deviation is about 0.1%, which summarize how widely returns have moved. This section keeps the language neutral: it describes measured variability rather than forecasting outcomes.
3 Months Beta |Analyze Calvert Floating Rate Demand TrendCheck current 90 days Calvert Floating correlation with market (Dow Jones Industrial)Calvert Floating Downside Risk
Calvert standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.
Standard Deviation | 0.11 |
It is essential to understand the difference between upside risk (as represented by Calvert Floating's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Calvert Floating's daily returns or price. Calvert Floating Rate Advantage posted a Maximum Drawdown of 0.58 for the reported period.
Calvert Floating Rate Mutual Fund Volatility Analysis
Volatility refers to the frequency at which Calvert Floating fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Calvert Floating's price changes.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Calvert Floating Rate Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Calvert Floating Projected Return Density Against Market
Assuming a 90-day horizon Calvert Floating has a beta of 0.005 suggesting as returns on the market go up, Calvert Floating's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Calvert Floating Rate Advantage is expected to be smaller as well.Calvert Floating is exposed to both systematic and unsystematic risk. Systematic risk reflects broader mutual fund market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. Calvert Floating Rate Advantage posted a Mean Deviation of 0.06 and a Standard Deviation of 0.10 for the reported period.
Predicted Return Density |
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What Drives a Calvert Floating Price Volatility?
Several factors can influence a fund's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Calvert Floating Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of Calvert Floating is -1838.26. The daily returns are distributed with a variance of 0.01 and standard deviation of 0.11. The mean deviation of Calvert Floating Rate Advantage is currently at 0.06. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | -0.0151 | |
β | Beta against Dow Jones | 0.01 | |
σ | Overall volatility | 0.11 | |
Ir | Information ratio | 0.05 |
Calvert Floating Mutual Fund Return Volatility
Calvert Floating historical daily return volatility represents how much of Calvert Floating fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.1057% volatility of returns over 90 trading days. By contrast, Dow Jones Industrial accepts 0.7735% volatility on return distribution over a 90-day horizon. Performance |
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Related Correlations Analysis
| 0.87 | 0.86 | 0.87 | 0.86 | 0.73 | AMLPX | ||
| 0.87 | 0.85 | 0.93 | 0.79 | 0.82 | BBBMX | ||
| 0.86 | 0.85 | 0.88 | 0.68 | 0.85 | WTIBX | ||
| 0.87 | 0.93 | 0.88 | 0.81 | 0.94 | ARCHX | ||
| 0.86 | 0.79 | 0.68 | 0.81 | 0.69 | CRSOX | ||
| 0.73 | 0.82 | 0.85 | 0.94 | 0.69 | TBLCX | ||
Risk-Adjusted Indicators
There is a big difference between Calvert Mutual Fund performing well and Calvert Floating Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Calvert Floating's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AMLPX | 0.64 | 0.19 | 0.29 | -2.29 | 0.43 | 1.40 | 3.22 | |||
| BBBMX | 0.05 | 0.00 | 0.22 | -0.10 | 0.00 | 0.10 | 0.48 | |||
| WTIBX | 0.15 | 0.00 | 0.09 | -0.01 | 0.15 | 0.32 | 1.04 | |||
| ARCHX | 0.38 | 0.09 | 0.18 | 0.17 | 0.33 | 0.80 | 2.89 | |||
| CRSOX | 1.01 | 0.25 | 0.18 | -5.12 | 1.24 | 2.10 | 6.98 | |||
| TBLCX | 0.28 | 0.03 | 0.10 | 0.05 | 0.30 | 0.57 | 2.02 |
About Calvert Floating Volatility Analysis
Volatility for Calvert Floating reflects NAV dispersion and exposure stability across disclosure periods. Higher dispersion implies wider price swings across observed periods. 
Ellen Johnson ยท Member of Macroaxis Editorial Board
Unless otherwise specified, financial data for Calvert Floating Rate Advantage is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.
Calvert Mutual Fund is Curated By:
Ellen Johnson ยท Member of Macroaxis Editorial BoardCalvert Floating Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 7.0 times the return volatility of Calvert Floating Rate Advantage. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use Calvert Floating Rate Advantage to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. a normal upward fluctuation. Check odds of Calvert Floating to be traded at $9.03 in 90 days.Average diversification
Across the chosen horizon, CFOAX and DJI show a correlation of 0.11 and fall into the Average diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Calvert Floating Additional Risk Indicators
Risk analysis around Calvert Floating Rate Advantage becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.10 | |||
| Market Risk Adjusted Performance | -3.03 | |||
| Mean Deviation | 0.0606 | |||
| Coefficient Of Variation | -1,967 | |||
| Standard Deviation | 0.1028 | |||
| Variance | 0.0106 | |||
| Information Ratio | 0.0547 |
Calvert Floating Suggested Diversification Pairs
Pair trading with Calvert Floating can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Calvert Floating as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Calvert Floating's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Calvert Floating's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Calvert Floating Rate Advantage.