Calvert Moderate Correlations

Mutual Funds . USA . 
Fund . Calvert Moderate Allocation
CAMRX Fund  USD 23.34  0.06  0.26%   
The current 90-days correlation between Calvert Moderate All and Maryland Short Term Tax Free is 0.21 (i.e., Modest diversification). The correlation of Calvert Moderate is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Calvert Moderate Correlation With Market

Almost no diversification

The correlation between Calvert Moderate Allocation and DJI is 0.92 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Moderate Allocation and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Calvert Moderate Allocation. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area.

Moving together with Calvert Mutual Fund

  0.97CDHIX Calvert Developed MarketPairCorr
  0.96CDHAX Calvert Developed MarketPairCorr
  0.89CDICX Calvert Short DurationPairCorr
  0.97CDHRX Calvert InternationalPairCorr
  0.91CDSRX Calvert Short DurationPairCorr
  0.9CDSIX Calvert Short DurationPairCorr
  0.98CVMAX Calvert Emerging MarketsPairCorr
  0.98CVMIX Calvert Emerging MarketsPairCorr
  0.97CEFAX Calvert Emerging MarketsPairCorr
  0.83CEMAX Calvert Emerging MarketsPairCorr
  0.92CEYIX Calvert Equity PortfolioPairCorr
  0.95CEYRX Calvert EquityPairCorr
  0.99CFAIX Calvert ConservativePairCorr
  0.94CWVIX Calvert InternationalPairCorr
  0.9CWVGX Calvert InternationalPairCorr
  0.9CWVCX Calvert InternationalPairCorr
  0.9CFICX Calvert IncomePairCorr
  0.99CFJIX Calvert Large CapPairCorr
  0.97CFJAX Calvert Large CapPairCorr
  0.98CFWCX Calvert Global WaterPairCorr
  0.98CFWAX Calvert Global WaterPairCorr
  1.0CFWIX Calvert Global WaterPairCorr
  1.0CGARX Calvert Responsible IndexPairCorr
  0.98CGAEX Calvert Global EnergyPairCorr
  0.77CGAFX Calvert Green BondPairCorr
  0.99CGACX Calvert Global EnergyPairCorr
  0.76CGBIX Calvert Green BondPairCorr
  0.98CGJAX Calvert Large CapPairCorr
  0.99CGJIX Calvert Large CapPairCorr
  0.98CGLIX Calvert Global EquityPairCorr
  0.98CYBAX Calvert High YieldPairCorr
  0.98CYBIX Calvert High YieldPairCorr
  0.98CHBCX Calvert High YieldPairCorr
  0.91CIESX Calvert InternationalPairCorr
  0.9CIFCX Calvert IncomePairCorr
  0.9CINCX Calvert IncomePairCorr
  1.0CISIX Calvert Large CapPairCorr
  1.0CLAIX Calvert Moderate AllPairCorr
  0.7CLDIX Calvert Long TermPairCorr
  0.71CLDAX Calvert Long TermPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Calvert Mutual Fund performing well and Calvert Moderate 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 Moderate'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.

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