Calvert Capital Correlations

Mutual Funds . USA . 
Fund . Calvert Capital Accumulation
CCPIX Fund  USD 46.97  0.02  0.04%   
The current 90-days correlation between Calvert Capital Accu and Calvert Equity Portfolio is 0.9 (i.e., Almost no 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

Very poor diversification

The correlation between Calvert Capital Accumulation and DJI is 0.89 (i.e., Very poor 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 gross domestic product.

Moving together with Calvert Mutual Fund

  0.9CDHIX Calvert Developed MarketPairCorr
  0.9CDHAX Calvert Developed MarketPairCorr
  0.67CDICX Calvert Short DurationPairCorr
  0.9CDHRX Calvert InternationalPairCorr
  0.7CDSRX Calvert Short DurationPairCorr
  0.69CDSIX Calvert Short DurationPairCorr
  0.91CVMAX Calvert Emerging MarketsPairCorr
  0.91CVMRX Calvert Emerging MarketsPairCorr
  0.91CVMIX Calvert Emerging MarketsPairCorr
  0.91CVMCX Calvert Emerging MarketsPairCorr
  0.9CEFAX Calvert Emerging MarketsPairCorr
  0.9CEFIX Congressional EffectPairCorr
  0.85CEMCX Calvert Emerging MarketsPairCorr
  0.85CEMAX Calvert Emerging MarketsPairCorr
  0.94CEYIX Calvert Equity PortfolioPairCorr
  0.94CEYRX Calvert EquityPairCorr
  0.89CFAIX Calvert ConservativePairCorr
  0.91CWVIX Calvert InternationalPairCorr
  0.91CWVGX Calvert InternationalPairCorr
  0.91CWVCX Calvert InternationalPairCorr
  0.73CFICX Calvert IncomePairCorr
  0.94CFJIX Calvert Large CapPairCorr
  0.94CFJAX Calvert Large CapPairCorr
  0.88CFOIX Calvert Floating RatePairCorr
  0.9CFOAX Calvert Floating RatePairCorr
  0.92CFWCX Calvert Global WaterPairCorr
  0.92CFWAX Calvert Global WaterPairCorr
  0.92CFWIX Calvert Global WaterPairCorr
  0.94CGARX Calvert Responsible IndexPairCorr
  0.91CGAEX Calvert Global EnergyPairCorr
  0.91CGACX Calvert Global EnergyPairCorr
  0.93CGJAX Calvert Large CapPairCorr
  0.93CGJIX Calvert Large CapPairCorr
  0.93CGLIX Calvert Global EquityPairCorr
  0.93CGLAX Calvert Global EquityPairCorr
  0.88CYBAX Calvert High YieldPairCorr
  0.88CYBRX Calvert High YieldPairCorr
  0.88CYBIX 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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