Calvert Balanced Correlations
CBAIX Fund | USD 47.88 0.23 0.48% |
The current 90-days correlation between Calvert Balanced Por and Calvert Equity Portfolio is -0.08 (i.e., Good diversification). The correlation of Calvert Balanced 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 Balanced Correlation With Market
Very poor diversification
The correlation between Calvert Balanced Portfolio and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Balanced Portfolio and DJI in the same portfolio, assuming nothing else is changed.
Calvert |
Moving together with Calvert Mutual Fund
0.98 | CDHIX | Calvert Developed Market | PairCorr |
0.88 | CDICX | Calvert Short Duration | PairCorr |
0.9 | CDSRX | Calvert Short Duration | PairCorr |
0.89 | CDSIX | Calvert Short Duration | PairCorr |
0.98 | CVMAX | Calvert Emerging Markets | PairCorr |
0.98 | CVMIX | Calvert Emerging Markets | PairCorr |
0.98 | CVMCX | Calvert Emerging Markets | PairCorr |
0.93 | CEYIX | Calvert Equity Portfolio | PairCorr |
0.99 | CFAIX | Calvert Conservative | PairCorr |
0.93 | CWVIX | Calvert International | PairCorr |
0.91 | CWVGX | Calvert International | PairCorr |
0.9 | CWVCX | Calvert International | PairCorr |
0.98 | CFJIX | Calvert Large Cap | PairCorr |
0.97 | CFOIX | Calvert Floating Rate | PairCorr |
0.99 | CFWCX | Calvert Global Water | PairCorr |
0.98 | CGAEX | Calvert Global Energy | PairCorr |
0.75 | CGAFX | Calvert Green Bond | PairCorr |
0.98 | CYBAX | Calvert High Yield | PairCorr |
0.98 | CYBRX | Calvert High Yield | PairCorr |
0.91 | CIESX | Calvert International | PairCorr |
0.9 | CIFCX | Calvert Income | PairCorr |
0.95 | CIOAX | Calvert International | PairCorr |
1.0 | CISIX | Calvert Large Cap | PairCorr |
1.0 | CLAIX | Calvert Moderate All | PairCorr |
0.71 | CLDIX | Calvert Long Term | PairCorr |
0.97 | CLVRX | Columbia International | PairCorr |
0.98 | CMACX | Calvert Moderate All | PairCorr |
0.98 | CMAAX | Calvert Moderate All | PairCorr |
0.87 | CMEIX | Capital Management Mid | PairCorr |
0.88 | CMERX | Calvert Emerging Markets | PairCorr |
0.98 | CMJIX | Calvert Mid Cap | PairCorr |
0.92 | CMPAX | Calvert Smallmid Cap | PairCorr |
0.9 | CMPCX | Calvert Small/mid-cap | PairCorr |
0.96 | COIIX | Calvert International | PairCorr |
0.97 | CRFIX | Calvert Fund | PairCorr |
0.99 | CAACX | Calvert Aggressive | PairCorr |
0.99 | CAARX | Calvert Conservative | PairCorr |
0.99 | CAEIX | Calvert Global Energy | PairCorr |
0.99 | CALCX | Calvert Conservative | PairCorr |
0.75 | CSBCX | Calvert Bond Portfolio | PairCorr |
Related Correlations Analysis
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Risk-Adjusted Indicators
There is a big difference between Calvert Mutual Fund performing well and Calvert Balanced 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 Balanced'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
CEYIX | 0.62 | 0.20 | (0.05) | (0.95) | 0.59 | 1.43 | 4.66 | |||
CSGCX | 0.40 | 0.05 | (0.06) | 0.29 | 0.17 | 1.31 | 3.02 | |||
CSVIX | 0.81 | 0.18 | (0.05) | (0.88) | 0.91 | 2.07 | 5.52 | |||
CSXCX | 0.63 | 0.31 | 0.08 | (1.46) | 0.37 | 2.13 | 5.22 |