Calvert Small Correlations

Mutual Funds . USA . 
Fund . Calvert Small Cap
CCVAX Fund  USD 33.04  0.25  0.75%   
The current 90-days correlation between Calvert Small Cap and Calvert International Equity is 0.61 (i.e., Poor diversification). The correlation of Calvert Small 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 Small Correlation With Market

Good diversification

The correlation between Calvert Small Cap and DJI is -0.03 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Small Cap 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 Small Cap. 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 nation.

Moving together with Calvert Mutual Fund

  0.86CDHIX Calvert Developed MarketPairCorr
  0.86CDHAX Calvert Developed MarketPairCorr
  0.63CDICX Calvert Short DurationPairCorr
  0.86CDHRX Calvert InternationalPairCorr
  0.66CDSRX Calvert Short DurationPairCorr
  0.65CDSIX Calvert Short DurationPairCorr
  0.88CVMAX Calvert Emerging MarketsPairCorr
  0.86CVMRX Calvert Emerging MarketsPairCorr
  0.86CVMIX Calvert Emerging MarketsPairCorr
  0.86CVMCX Calvert Emerging MarketsPairCorr
  0.86CEFAX Calvert Emerging MarketsPairCorr
  0.85CEFIX Congressional EffectPairCorr
  0.8CEMCX Calvert Emerging MarketsPairCorr
  0.8CEMAX Calvert Emerging MarketsPairCorr
  0.92CEYIX Calvert Equity PortfolioPairCorr
  0.88CEYRX Calvert EquityPairCorr
  0.81CFAIX Calvert ConservativePairCorr
  0.87CWVIX Calvert InternationalPairCorr
  0.89CWVGX Calvert InternationalPairCorr
  0.89CWVCX Calvert InternationalPairCorr
  0.68CFICX Calvert IncomePairCorr
  0.86CFJIX Calvert Large CapPairCorr
  0.91CFJAX Calvert Large CapPairCorr
  0.85CFOIX Calvert Floating RatePairCorr
  0.86CFOAX Calvert Floating RatePairCorr
  0.9CFWCX Calvert Global WaterPairCorr
  0.89CFWAX Calvert Global WaterPairCorr
  0.85CFWIX Calvert Global WaterPairCorr
  0.88CGARX Calvert Responsible IndexPairCorr
  0.87CGAEX Calvert Global EnergyPairCorr
  0.85CGACX Calvert Global EnergyPairCorr
  0.9CGJAX Calvert Large CapPairCorr
  0.88CGJIX Calvert Large CapPairCorr
  0.9CGLIX Calvert Global EquityPairCorr
  0.91CGLAX Calvert Global EquityPairCorr
  0.85CYBAX Calvert High YieldPairCorr
  0.85CYBRX Calvert High YieldPairCorr
  0.85CYBIX Calvert High YieldPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

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