Calvert Moderate Correlations

Mutual Funds . USA . 
Fund . Calvert Moderate Allocation
CLAIX Fund  USD 23.06  0.09  0.39%   
The current 90-days correlation between Calvert Moderate All and Neuberger Berman Income is 0.57 (i.e., Very weak 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

Good diversification

The correlation between Calvert Moderate Allocation and DJI is -0.1 (i.e., Good 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 gross domestic product.

Moving together with Calvert Mutual Fund

  0.97CDHIX Calvert Developed MarketPairCorr
  0.99CDHAX Calvert Developed MarketPairCorr
  0.88CDICX Calvert Short DurationPairCorr
  0.99CDHRX Calvert InternationalPairCorr
  0.9CDSRX Calvert Short DurationPairCorr
  0.89CDSIX Calvert Short DurationPairCorr
  0.99CVMAX Calvert Emerging MarketsPairCorr
  0.99CVMRX Calvert Emerging MarketsPairCorr
  0.97CVMIX Calvert Emerging MarketsPairCorr
  0.97CVMCX Calvert Emerging MarketsPairCorr
  0.98CEFAX Calvert Emerging MarketsPairCorr
  0.97CEFIX Congressional EffectPairCorr
  0.9CEMCX Calvert Emerging MarketsPairCorr
  0.94CEMAX Calvert Emerging MarketsPairCorr
  0.97CEYIX Calvert Equity PortfolioPairCorr
  0.95CEYRX Calvert EquityPairCorr
  0.97CFAIX Calvert ConservativePairCorr
  0.94CWVIX Calvert InternationalPairCorr
  0.96CWVGX Calvert InternationalPairCorr
  0.96CWVCX Calvert InternationalPairCorr
  0.92CFICX Calvert IncomePairCorr
  0.97CFJIX Calvert Large CapPairCorr
  0.99CFJAX Calvert Large CapPairCorr
  0.98CFOIX Calvert Floating RatePairCorr
  0.98CFOAX Calvert Floating RatePairCorr
  0.98CFWCX Calvert Global WaterPairCorr
  0.99CFWAX Calvert Global WaterPairCorr
  0.98CFWIX Calvert Global WaterPairCorr
  0.98CGARX Calvert Responsible IndexPairCorr
  0.99CGAEX Calvert Global EnergyPairCorr
  0.75CGAFX Calvert Green BondPairCorr
  0.98CGACX Calvert Global EnergyPairCorr
  0.74CGBIX Calvert Green BondPairCorr
  0.99CGJAX Calvert Large CapPairCorr
  0.98CGJIX Calvert Large CapPairCorr
  0.98CGLIX Calvert Global EquityPairCorr
  0.98CGLAX Calvert Global EquityPairCorr
  0.98CYBAX Calvert High YieldPairCorr
  0.98CYBRX Calvert High YieldPairCorr
  0.98CYBIX 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 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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