Calvert Short Correlations

Mutual Funds . USA . 
Fund . Calvert Short Duration
CDSIX Fund  USD 15.80  0.02  0.13%   
The current 90-days correlation between Calvert Short Duration and Calvert Small Cap is 0.21 (i.e., Modest diversification). The correlation of Calvert Short 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 Short Correlation With Market

Good diversification

The correlation between Calvert Short Duration and DJI is -0.19 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Short Duration 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 Short Duration. 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 gross domestic product.

Moving together with Calvert Mutual Fund

  0.73CDHIX Calvert Developed MarketPairCorr
  0.73CDHAX Calvert Developed MarketPairCorr
  0.99CDICX Calvert Short DurationPairCorr
  0.68CDHRX Calvert InternationalPairCorr
  1.0CDSRX Calvert Short DurationPairCorr
  0.63CVMAX Calvert Emerging MarketsPairCorr
  0.64CVMRX Calvert Emerging MarketsPairCorr
  0.64CVMIX Calvert Emerging MarketsPairCorr
  0.63CVMCX Calvert Emerging MarketsPairCorr
  0.64CEFAX Calvert Emerging MarketsPairCorr
  0.7CEFIX Congressional EffectPairCorr
  0.74CEMCX Calvert Emerging MarketsPairCorr
  0.74CEMAX Calvert Emerging MarketsPairCorr
  0.65CEYIX Calvert Equity PortfolioPairCorr
  0.65CEYRX Calvert EquityPairCorr
  0.66CFAIX Calvert ConservativePairCorr
  0.62CWVIX Calvert InternationalPairCorr
  0.62CWVGX Calvert InternationalPairCorr
  0.67CWVCX Calvert InternationalPairCorr
  0.8CFICX Calvert IncomePairCorr
  0.65CFWCX Calvert Global WaterPairCorr
  0.65CFWAX Calvert Global WaterPairCorr
  0.65CFWIX Calvert Global WaterPairCorr
  0.65CGAEX Calvert Global EnergyPairCorr
  0.66CGAFX Calvert Green BondPairCorr
  0.65CGACX Calvert Global EnergyPairCorr
  0.61CGJAX Calvert Large CapPairCorr
  0.61CGJIX Calvert Large CapPairCorr
  0.63CGLIX Calvert Global EquityPairCorr
  0.63CGLAX Calvert Global EquityPairCorr
  0.77CYBAX Calvert High YieldPairCorr
  0.77CYBRX Calvert High YieldPairCorr
  0.77CYBIX 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 Short 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 Short'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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