Calvert Conservative Correlations

CFAIX Fund

USD 18.90 0.12 0.64%

The current 90-days correlation between Calvert Conservative and Qs Large Cap is 0.78 (i.e., Poor diversification). The correlation of Calvert Conservative 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.

Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as various price indices.

Moving together with Calvert Mutual Fund

0.8	VWIAX	Vanguard Wellesley Income	Pair Corr
0.71	FTCAX	Templeton Strained Bond	Pair Corr
0.85	GPICX	Guidepath Conservative	Pair Corr
0.86	GE	GE Aerospace	Pair Corr
0.61	WMT	Walmart	Pair Corr
0.8	INTC	Intel Aggressive Push	Pair Corr
0.69	AXP	American Express	Pair Corr

Moving against Calvert Mutual Fund

0.92	USPSX	Profunds Ultrashort Downward Rally	Pair Corr
0.91	USPIX	Profunds Ultrashort Downward Rally	Pair Corr
0.74	VZ	Verizon Communications	Pair Corr
0.7	T	ATT Inc	Pair Corr
0.53	PG	Procter Gamble	Pair Corr
0.44	PDI	Pimco Dynamic Income	Pair Corr
0.42	BA	Boeing	Pair Corr
0.39	MCD	McDonalds	Pair Corr

Related Correlations Analysis

	LMISX	DLQIX	BBISX	MTCGX	KCGSX	FCLKX	LBISX
LMISX		0.92	0.92	0.92	0.97	0.95	0.67	LMISX
DLQIX	0.92		0.85	0.9	0.93	0.94	0.57	DLQIX
BBISX	0.92	0.85		0.72	0.85	0.89	0.82	BBISX
MTCGX	0.92	0.9	0.72		0.95	0.91	0.44	MTCGX
KCGSX	0.97	0.93	0.85	0.95		0.98	0.53	KCGSX
FCLKX	0.95	0.94	0.89	0.91	0.98		0.61	FCLKX
LBISX	0.67	0.57	0.82	0.44	0.53	0.61		LBISX
	LMISX	DLQIX	BBISX	MTCGX	KCGSX	FCLKX	LBISX

Risk-Adjusted Indicators

There is a big difference between Calvert Mutual Fund performing well and Calvert Conservative 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 Conservative'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.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
LMISX	0.56	0.05	0.05	0.07	0.78	(0.51)	1.26	(1.35)	3.60
DLQIX	0.58	0.02	0.02	0.04	0.85	(0.56)	1.14	(1.22)	3.70
BBISX	0.51	0.03	0.04	0.06	0.60	(0.55)	1.06	(1.27)	3.29
MTCGX	0.77	0.02	0.02	0.04	1.16	(0.70)	1.72	(1.86)	4.26
KCGSX	0.69	0.06	0.05	0.08	0.93	(0.68)	1.60	(1.46)	3.99
FCLKX	0.55	0.03	0.03	0.05	0.89	(0.49)	1.14	(1.34)	3.46
LBISX	0.49	0.01	0.01	0.03	0.56	(0.55)	0.97	(1.06)	3.14

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Calvert Conservative Correlations

Moving together with Calvert Mutual Fund

Moving against Calvert Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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