Calvert Capital Correlations

Mutual Funds . USA . 
Fund . Calvert Capital Accumulation
CCAFX Fund  USD 38.13  0.53  1.41%   
The current 90-days correlation between Calvert Capital Accu and Pimco Inflation Response is -0.12 (i.e., Good diversification). The correlation of Calvert Capital 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 Capital Correlation With Market

Good diversification

The correlation between Calvert Capital Accumulation and DJI is -0.18 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Capital Accumulation 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 Capital Accumulation. 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 census.

Moving together with Calvert Mutual Fund

  0.87CDHIX Calvert Developed MarketPairCorr
  0.89CDHAX Calvert Developed MarketPairCorr
  0.65CDICX Calvert Short DurationPairCorr
  0.89CDHRX Calvert InternationalPairCorr
  0.68CDSRX Calvert Short DurationPairCorr
  0.66CDSIX Calvert Short DurationPairCorr
  0.9CVMAX Calvert Emerging MarketsPairCorr
  0.89CVMRX Calvert Emerging MarketsPairCorr
  0.89CVMIX Calvert Emerging MarketsPairCorr
  0.89CVMCX Calvert Emerging MarketsPairCorr
  0.88CEFIX Congressional EffectPairCorr
  0.81CEMCX Calvert Emerging MarketsPairCorr
  0.81CEMAX Calvert Emerging MarketsPairCorr
  0.93CEYIX Calvert Equity PortfolioPairCorr
  0.94CEYRX Calvert EquityPairCorr
  0.84CFAIX Calvert ConservativePairCorr
  0.89CWVIX Calvert InternationalPairCorr
  0.9CWVGX Calvert InternationalPairCorr
  0.9CWVCX Calvert InternationalPairCorr
  0.71CFICX Calvert IncomePairCorr
  0.88CFJIX Calvert Large CapPairCorr
  0.93CFJAX Calvert Large CapPairCorr
  0.87CFOIX Calvert Floating RatePairCorr
  0.89CFOAX Calvert Floating RatePairCorr
  0.89CFWCX Calvert Global WaterPairCorr
  0.92CFWAX Calvert Global WaterPairCorr
  0.88CFWIX Calvert Global WaterPairCorr
  0.9CGARX Calvert Responsible IndexPairCorr
  0.9CGAEX Calvert Global EnergyPairCorr
  0.88CGACX Calvert Global EnergyPairCorr
  0.92CGJAX Calvert Large CapPairCorr
  0.9CGJIX Calvert Large CapPairCorr
  0.91CGLIX Calvert Global EquityPairCorr
  0.9CGLAX Calvert Global EquityPairCorr
  0.87CYBAX Calvert High YieldPairCorr
  0.87CYBRX Calvert High YieldPairCorr
  0.84CYBIX Calvert High YieldPairCorr
  0.87CHBCX 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 Capital 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 Capital'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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