Calvert Fund Fund Market Value
| CRFIX Fund | USD 12.06 0.04 0.33% |
| Symbol | Calvert |
Calvert Fund 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Calvert Fund's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Calvert Fund.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Calvert Fund on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Fund or generate 0.0% return on investment in Calvert Fund over 90 days. Calvert Fund is related to or competes with Calvert Developed, Calvert Developed, Calvert Short, Calvert International, Calvert Short, Calvert Short, and Calvert Emerging. Under normal market conditions, the fund invests primarily in large-cap companies, but may invest in common stocks of co... More
Calvert Fund Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Calvert Fund's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Calvert Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7863 | |||
| Information Ratio | 0.0012 | |||
| Maximum Drawdown | 4.5 | |||
| Value At Risk | (0.87) | |||
| Potential Upside | 1.64 |
Calvert Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Fund's standard deviation. In reality, there are many statistical measures that can use Calvert Fund historical prices to predict the future Calvert Fund's volatility.| Risk Adjusted Performance | 0.2027 | |||
| Jensen Alpha | 0.0152 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0012 | |||
| Treynor Ratio | 0.2158 |
Calvert Fund Backtested Returns
At this stage we consider Calvert Mutual Fund to be very steady. Calvert Fund secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the fund had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calvert Fund , which you can use to evaluate the volatility of the entity. Please confirm Calvert Fund's Mean Deviation of 0.6107, risk adjusted performance of 0.2027, and Downside Deviation of 0.7863 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. The fund shows a Beta (market volatility) of 0.93, which signifies possible diversification benefits within a given portfolio. Calvert Fund returns are very sensitive to returns on the market. As the market goes up or down, Calvert Fund is expected to follow.
Auto-correlation | 0.84 |
Very good predictability
Calvert Fund has very good predictability. Overlapping area represents the amount of predictability between Calvert Fund time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Calvert Fund price movement. The serial correlation of 0.84 indicates that around 84.0% of current Calvert Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Calvert Fund lagged returns against current returns
Autocorrelation, which is Calvert Fund mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Calvert Fund's mutual fund expected returns. We can calculate the autocorrelation of Calvert Fund returns to help us make a trade decision. For example, suppose you find that Calvert Fund has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Calvert Fund regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Calvert Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calvert Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calvert Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Calvert Fund Lagged Returns
When evaluating Calvert Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calvert Fund mutual fund have on its future price. Calvert Fund autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Calvert Fund autocorrelation shows the relationship between Calvert Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Calvert Fund .
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Calvert Mutual Fund
Calvert Fund financial ratios help investors to determine whether Calvert Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Calvert with respect to the benefits of owning Calvert Fund security.
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