Calvert Floating Rate Advantage Fund Volatility
| CFORX Fund | USD 8.58 -0.01 -0.12% |
Calvert Floating Rate Advantage exhibits a minimal volatility profile over the current measurement period. Calvert Floating Rate Advantage indicates a Sharpe Ratio (Efficiency) of 5.0E-4, indicating measured return efficiency over the last 3 months. The current market-risk setup reflects 21 technical indicators.
Sharpe Ratio = 5.0E-4
| High Returns | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CFORX |
Latest disclosures for Calvert Floating Rate Advantage show a Market Risk Adjusted Performance of 1.8%, a Risk of 0.12, and a Risk Adjusted Performance of -0.1%. Calvert Floating-Rate is below full potential per monthly moving average. Adding it to a well-diversified portfolio can optimize the risk-return balance.
Key indicators related to Calvert Floating-Rate's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Managing volatility risk for Calvert Floating-Rate positions requires understanding whether Calvert Floating-Rate's elevated volatility is driven by fundamental changes or temporary market sentiment. Fundamental-driven volatility for Calvert Floating-Rate tends to persist longer than sentiment-driven spikes.
Calvert |
Volatility Strategy
Calvert Floating Rate Advantage return swings may impact long-term portfolio variance. Current statistical measures show total volatility near 0.12% with a beta coefficient of -0.0075, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 5.0E-4, evaluates return per unit of total risk. An alpha value of -0.0141 reflects performance relative to systematic market exposure. Expected return estimates near 1.0E-4% 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-Rate's market risk premium analysis include:
Beta -0.01 | Alpha -0.01 | Risk 0.12 | Sharpe Ratio 0.0005 | Expected Return 0.0001 |
Moving together with Calvert Mutual Fund
| 0.79 | OOSYX | Oppenheimer Senior | PairCorr |
| 0.79 | OOSIX | Oppenheimer Senior | PairCorr |
| 0.65 | LFRIX | Floating Rate | PairCorr |
| 0.71 | LARCX | Floating Rate | PairCorr |
| 0.69 | LFRRX | Lord Abbett Inv | PairCorr |
| 0.67 | LFRFX | Floating Rate | PairCorr |
| 0.68 | LRRRX | Floating Rate | PairCorr |
| 0.64 | LRRTX | Floating Rate | PairCorr |
| 0.69 | LRRVX | Floating Rate | PairCorr |
| 0.68 | LRRKX | Floating Rate | PairCorr |
Moving against Calvert Mutual Fund
| 0.54 | TFCCX | Touchstone Large Cap | PairCorr |
| 0.34 | USPSX | Profunds Ultrashort Steady Growth | PairCorr |
| 0.34 | USPIX | Profunds Ultrashort Steady Growth | PairCorr |
| 0.31 | PDI | PIMCO Dynamic Income | PairCorr |
Sensitivity To Market
Calvert Floating-Rate demonstrates a beta of -0.0075, indicating market-linked volatility exposure. Regression slope interpretation supports this systematic risk estimate. Total volatility measures approximately 0.12%.Calvert Floating Rate Advantage volatility can be described using downside deviation (0.0%), which captures negative-return intensity over the selected horizon. This section keeps the language neutral: it describes measured variability rather than forecasting outcomes.
| α | -0.0141 | β | -0.0075 | Check current 90 days Calvert Floating-Rate correlation with market (Dow Jones Industrial)
Downside Risk
Calvert standard deviation quantifies the magnitude of daily price swings relative to the average over the selected period. More volatile instruments exhibit higher standard deviations. This measure counts all price dispersion as risk, including returns above the mean.
Standard Deviation | 0.12 |
Standard deviation of Calvert Floating-Rate captures both favorable and adverse price swings. Downside deviation and semi-deviation focus exclusively on the adverse side of Calvert Floating-Rate's return distribution. Latest disclosures for Calvert Floating Rate Advantage show a Maximum Drawdown of 0.70.
Mutual Fund Volatility Analysis
Volatility is a core concept when evaluating Calvert Floating-Rate as part of a diversified portfolio. The mutual fund's historical price swings give investors a sense of how much risk Calvert Floating-Rate's adds. Combining Calvert Floating-Rate with lower-volatility assets can reduce overall portfolio risk.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. 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.
Projected Return Density Against Market
Assuming a 90-day horizon Calvert Floating Rate Advantage has a beta of -0.0075 suggesting that as returns on the benchmark increase, returns on Calvert Floating-Rate tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Calvert Floating Rate Advantage is likely to outperform the market.Market risk ties Calvert Floating-Rate to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. Latest disclosures for Calvert Floating Rate Advantage show a Mean Deviation of 0.06 and a Standard Deviation of 0.11.
Predicted Return Density |
| Returns |
What Drives Calvert Floating-Rate's Price Volatility?
Several factors can influence Calvert Floating-Rate's market volatility:Industry Dynamics
Sector-level events can directly affect Calvert Floating-Rate's price stability. Regulatory changes, supply disruptions, or shifts in demand within Calvert Floating-Rate's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Calvert Floating-Rate.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Calvert Floating-Rate's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Calvert Floating-Rate. During periods of economic expansion, Calvert Floating-Rate's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Calvert Floating-Rate's Company-Specific Factors
Volatility can also stem from events unique to Calvert Floating-Rate. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Calvert Floating-Rate's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Calvert Floating-Rate's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of Calvert Floating-Rate is 187646.81. The daily returns are distributed with a variance of 0.01 and standard deviation of 0.12. 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 0.8
α | Alpha over Dow Jones | -0.0141 | |
β | Beta against Dow Jones | -0.0075 | |
σ | Overall volatility | 0.12 | |
Ir | Information ratio | 0.65 |
Mutual Fund Return Volatility
Calvert Floating-Rate daily volatility tracks how widely fund returns have moved around the mean across the selected time frame. The fund reflects 0.1157% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8255% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Risk-Adjusted Indicators
Surface-level performance for Calvert Mutual Fund can mask how the business actually stacks up against its competitive set. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| UISCX | 0.78 | 0.03 | 0.00 | -0.06 | 0.00 | 1.35 | 5.43 | |||
| TFAGX | 0.86 | 0.10 | 0.10 | 0.03 | 1.04 | 1.12 | 10.48 | |||
| QASGX | 1.04 | 0.00 | 0.08 | -0.07 | 1.25 | 1.43 | 7.95 | |||
| MCSCX | 0.85 | 0.08 | 0.00 | -0.02 | 0.00 | 2.02 | 5.05 | |||
| CHASX | 0.87 | 0.05 | 0.00 | -0.04 | 0.00 | 1.66 | 4.97 | |||
| MCVSX | 0.76 | 0.07 | 0.00 | -0.02 | 0.00 | 1.53 | 5.04 | |||
| GMAWX | 0.76 | 0.06 | 0.00 | -0.03 | 0.00 | 1.85 | 4.79 |
Risk Metrics, Assumptions & Methodology
Volatility for Calvert Floating-Rate reflects NAV dispersion and exposure stability across disclosure periods. Uncertainty impacts position sizing assumptions in portfolio models.
Macroaxis compiles Calvert Floating Rate Advantage metrics from fund disclosures and market reference feeds and applies consistent transformation rules before display. Not all fields update in real time. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardCalvert Floating-Rate Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 6.92 times the return volatility of Calvert Floating Rate Advantage. The lower-risk profile may improve diversification efficiency, but it still needs to be judged against return quality and market sensitivity.You can use Calvert Floating Rate Advantage to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a normal downward trend and little activity. Check odds of Calvert Floating-Rate to be traded at $8.49 in 90 days.Good diversification
For the present investment horizon, the measured correlation between CFORX and DJI stands at -0.03, or Good diversification. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Calvert Floating-Rate Additional Risk Indicators
A broader risk-indicator set for Calvert Floating Rate Advantage can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | -0.09 | |||
| Market Risk Adjusted Performance | 1.81 | |||
| Mean Deviation | 0.0618 | |||
| Coefficient Of Variation | -3,233 | |||
| Standard Deviation | 0.1121 | |||
| Variance | 0.0126 | |||
| Information Ratio | 0.6473 |
Calvert Floating-Rate Suggested Diversification Pairs
A pair strategy built around Calvert Floating Rate Advantage is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for Calvert Floating-Rate persists even in a well-constructed pair. The benefit is in offsetting Calvert Floating-Rate's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Calvert Floating Rate Advantage.