Calvert Bond Correlations

CSBCX Fund

USD 14.36 0.01 0.07%

The current 90-days correlation between Calvert Bond Portfolio and Clarion Partners Real is -0.11 (i.e., Good diversification). The correlation of Calvert Bond 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.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Calvert Bond 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 main economic indicators.

Moving together with Calvert Mutual Fund

0.74	CDHIX	Calvert Developed Market	Pair Corr
0.67	CDICX	Calvert Short Duration	Pair Corr
0.68	CDSRX	Calvert Short Duration	Pair Corr
0.67	CDSIX	Calvert Short Duration	Pair Corr
0.74	CEFAX	Calvert Emerging Markets	Pair Corr
0.73	CEMCX	Calvert Emerging Markets	Pair Corr
0.74	CEMAX	Calvert Emerging Markets	Pair Corr
0.61	CFAIX	Calvert Conservative	Pair Corr
0.73	CFICX	Calvert Income	Pair Corr
0.74	CGARX	Calvert Responsible Index	Pair Corr
0.76	CGAFX	Calvert Green Bond	Pair Corr
0.93	CGBIX	Calvert Green Bond	Pair Corr
0.83	CYBAX	Calvert High Yield	Pair Corr
0.8	CYBRX	Calvert High Yield	Pair Corr
0.64	CYBIX	Calvert High Yield	Pair Corr

Related Correlations Analysis

	CPRTX	PREAX	GURPX	DNREX	RREYX
CPRTX		0.81	0.64	0.87	0.81	CPRTX
PREAX	0.81		0.82	0.96	1.0	PREAX
GURPX	0.64	0.82		0.78	0.83	GURPX
DNREX	0.87	0.96	0.78		0.96	DNREX
RREYX	0.81	1.0	0.83	0.96		RREYX
	CPRTX	PREAX	GURPX	DNREX	RREYX

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Risk-Adjusted Indicators

There is a big difference between Calvert Mutual Fund performing well and Calvert Bond 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 Bond'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
CPRTX	0.04	0.01	0.00	(3.17)	0.00	0.00	0.09	0.00	0.44
PREAX	0.56	0.14	0.00	(1.24)	0.65	(0.64)	1.39	(1.18)	3.92
GURPX	0.19	0.08	0.00	(0.46)	0.00	0.00	0.77	0.00	3.84
DNREX	0.74	0.26	0.07	(0.87)	0.92	(0.81)	1.83	(1.94)	5.63
RREYX	0.54	0.14	(0.01)	(1.38)	0.56	(0.56)	1.42	(1.17)	3.69

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Calvert Bond Correlations

Moving together with Calvert Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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