Calvert International Correlations

Mutual Funds . USA . 
Fund . Calvert International Equity
CWVGX Fund  USD 24.81  0.25  1.00%   
The current 90-days correlation between Calvert International and Calvert Capital Accumulation is -0.33 (i.e., Very good diversification). The correlation of Calvert International 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 International Correlation With Market

Very good diversification

The correlation between Calvert International Equity and DJI is -0.26 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert International Equity 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 International Equity. 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 price.

Moving together with Calvert Mutual Fund

  0.97CDHIX Calvert Developed MarketPairCorr
  0.99CDHAX Calvert Developed MarketPairCorr
  0.77CDICX Calvert Short DurationPairCorr
  0.99CDHRX Calvert InternationalPairCorr
  0.8CDSRX Calvert Short DurationPairCorr
  0.82CDSIX Calvert Short DurationPairCorr
  0.98CVMAX Calvert Emerging MarketsPairCorr
  0.95CVMRX Calvert Emerging MarketsPairCorr
  0.95CVMIX Calvert Emerging MarketsPairCorr
  0.95CVMCX Calvert Emerging MarketsPairCorr
  0.97CEFAX Calvert Emerging MarketsPairCorr
  0.95CEFIX Congressional EffectPairCorr
  0.94CEMCX Calvert Emerging MarketsPairCorr
  0.94CEMAX Calvert Emerging MarketsPairCorr
  0.98CEYIX Calvert Equity PortfolioPairCorr
  0.94CEYRX Calvert EquityPairCorr
  0.92CFAIX Calvert ConservativePairCorr
  0.97CWVIX Calvert InternationalPairCorr
  0.97CWVCX Calvert InternationalPairCorr
  0.85CFICX Calvert IncomePairCorr
  0.89CFJIX Calvert Large CapPairCorr
  0.94CFJAX Calvert Large CapPairCorr
  0.92CFOIX Calvert Floating RatePairCorr
  0.93CFOAX Calvert Floating RatePairCorr
  0.98CFWCX Calvert Global WaterPairCorr
  0.98CFWAX Calvert Global WaterPairCorr
  0.95CFWIX Calvert Global WaterPairCorr
  0.94CGARX Calvert Responsible IndexPairCorr
  0.96CGAEX Calvert Global EnergyPairCorr
  0.64CGAFX Calvert Green BondPairCorr
  0.96CGACX Calvert Global EnergyPairCorr
  0.67CGBIX Calvert Green BondPairCorr
  0.95CGJAX Calvert Large CapPairCorr
  0.91CGJIX Calvert Large CapPairCorr
  0.94CGLIX Calvert Global EquityPairCorr
  0.94CGLAX Calvert Global EquityPairCorr
  0.95CYBAX Calvert High YieldPairCorr
  0.95CYBRX Calvert High YieldPairCorr
  0.94CYBIX 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 International 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 International'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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