Calvert Small Correlations

Mutual Funds . USA . 
Fund . Calvert Small Cap
CSVIX Fund  USD 36.62  0.36  0.99%   
The current 90-days correlation between Calvert Small Cap and Calvert Equity Portfolio is 0.86 (i.e., Very poor 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

Good diversification

The correlation between Calvert Small Cap and DJI is -0.11 (i.e., Good 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 gross domestic product.

Moving together with Calvert Mutual Fund

  0.89CDHIX Calvert Developed MarketPairCorr
  0.9CDHAX Calvert Developed MarketPairCorr
  0.7CDICX Calvert Short DurationPairCorr
  0.9CDHRX Calvert InternationalPairCorr
  0.73CDSRX Calvert Short DurationPairCorr
  0.71CDSIX Calvert Short DurationPairCorr
  0.92CVMAX Calvert Emerging MarketsPairCorr
  0.92CVMRX Calvert Emerging MarketsPairCorr
  0.91CVMIX Calvert Emerging MarketsPairCorr
  0.91CVMCX Calvert Emerging MarketsPairCorr
  0.9CEFIX Congressional EffectPairCorr
  0.83CEMCX Calvert Emerging MarketsPairCorr
  0.87CEMAX Calvert Emerging MarketsPairCorr
  0.94CEYIX Calvert Equity PortfolioPairCorr
  0.91CEYRX Calvert EquityPairCorr
  0.87CFAIX Calvert ConservativePairCorr
  0.9CWVIX Calvert InternationalPairCorr
  0.92CWVGX Calvert InternationalPairCorr
  0.92CWVCX Calvert InternationalPairCorr
  0.77CFICX Calvert IncomePairCorr
  0.91CFJIX Calvert Large CapPairCorr
  0.95CFJAX Calvert Large CapPairCorr
  0.89CFOIX Calvert Floating RatePairCorr
  0.9CFOAX Calvert Floating RatePairCorr
  0.9CFWCX Calvert Global WaterPairCorr
  0.93CFWAX Calvert Global WaterPairCorr
  0.9CFWIX Calvert Global WaterPairCorr
  0.92CGAEX Calvert Global EnergyPairCorr
  0.91CGACX Calvert Global EnergyPairCorr
  0.94CGJAX Calvert Large CapPairCorr
  0.92CGJIX Calvert Large CapPairCorr
  0.93CGLIX Calvert Global EquityPairCorr
  0.93CGLAX Calvert Global EquityPairCorr
  0.89CYBAX Calvert High YieldPairCorr
  0.87CYBRX Calvert High YieldPairCorr
  0.87CYBIX Calvert High YieldPairCorr
  0.9CHBCX Calvert High YieldPairCorr
  0.92CIESX Calvert InternationalPairCorr

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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