Calvert Small Correlations

Mutual Funds . USA . 
Fund . Calvert Small Cap
CSCCX Fund  USD 27.09  0.25  0.91%   
The current 90-days correlation between Calvert Small Cap and Calvert Small Cap is -0.27 (i.e., Very good 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

Almost no diversification

The correlation between Calvert Small Cap and DJI is 0.94 (i.e., Almost no 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 main economic indicators.

Moving together with Calvert Mutual Fund

  0.92CDHIX Calvert Developed MarketPairCorr
  0.89CDHAX Calvert Developed MarketPairCorr
  0.62CDICX Calvert Short DurationPairCorr
  0.89CDHRX Calvert InternationalPairCorr
  0.67CDSRX Calvert Short DurationPairCorr
  0.68CDSIX Calvert Short DurationPairCorr
  0.9CVMRX Calvert Emerging MarketsPairCorr
  0.94CVMIX Calvert Emerging MarketsPairCorr
  0.94CVMCX Calvert Emerging MarketsPairCorr
  0.9CEFAX Calvert Emerging MarketsPairCorr
  0.94CEFIX Congressional EffectPairCorr
  0.89CEMCX Calvert Emerging MarketsPairCorr
  0.89CEMAX Calvert Emerging MarketsPairCorr
  0.96CEYIX Calvert Equity PortfolioPairCorr
  0.96CEYRX Calvert EquityPairCorr
  0.92CFAIX Calvert ConservativePairCorr
  0.93CWVIX Calvert InternationalPairCorr
  0.93CWVGX Calvert InternationalPairCorr
  0.93CWVCX Calvert InternationalPairCorr
  0.69CFICX Calvert IncomePairCorr
  0.96CFJIX Calvert Large CapPairCorr
  0.9CFJAX Calvert Large CapPairCorr
  0.9CFOIX Calvert Floating RatePairCorr
  0.88CFOAX Calvert Floating RatePairCorr
  0.9CFWCX Calvert Global WaterPairCorr
  0.9CFWAX Calvert Global WaterPairCorr
  0.94CFWIX Calvert Global WaterPairCorr
  0.96CGARX Calvert Responsible IndexPairCorr
  0.9CGAEX Calvert Global EnergyPairCorr
  0.94CGACX Calvert Global EnergyPairCorr
  0.9CGJAX Calvert Large CapPairCorr
  0.95CGJIX Calvert Large CapPairCorr
  0.95CGLIX Calvert Global EquityPairCorr
  0.95CGLAX Calvert Global EquityPairCorr
  0.89CYBAX Calvert High YieldPairCorr
  0.89CYBRX Calvert High YieldPairCorr
  0.91CYBIX Calvert High YieldPairCorr
  0.89CHBCX 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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