Calvert Equity Correlations

Mutual Funds . USA . 
Fund . Calvert Equity Portfolio
CEYIX Fund  USD 97.06  0.26  0.27%   
The current 90-days correlation between Calvert Equity Portfolio and Calvert Bond Portfolio is 0.01 (i.e., Significant diversification). The correlation of Calvert Equity 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 Equity Correlation With Market

Almost no diversification

The correlation between Calvert Equity Portfolio and DJI is 0.93 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Equity Portfolio 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 Equity Portfolio. 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

  0.97CDHIX Calvert Developed MarketPairCorr
  0.97CDHAX Calvert Developed MarketPairCorr
  0.78CDICX Calvert Short DurationPairCorr
  0.74CDHRX Calvert InternationalPairCorr
  0.8CDSIX Calvert Short DurationPairCorr
  0.66CVMRX Calvert Emerging MarketsPairCorr
  0.95CVMIX Calvert Emerging MarketsPairCorr
  0.93CEFAX Calvert Emerging MarketsPairCorr
  0.93CEMCX Calvert Emerging MarketsPairCorr
  0.93CEMAX Calvert Emerging MarketsPairCorr
  0.71CEYRX Calvert EquityPairCorr
  0.81CWVIX Calvert InternationalPairCorr
  0.74CWVGX Calvert InternationalPairCorr
  0.75CWVCX Calvert InternationalPairCorr
  0.97CFWCX Calvert Global WaterPairCorr
  0.97CGARX Calvert Responsible IndexPairCorr
  0.94CGAEX Calvert Global EnergyPairCorr
  0.65CGBIX Calvert Green BondPairCorr
  0.66CGLAX Calvert Global EquityPairCorr
  0.94CYBAX Calvert High YieldPairCorr
  0.94CYBRX Calvert High YieldPairCorr
  0.95CHBCX 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 Equity 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 Equity'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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