Calvert Global Correlations

Mutual Funds . USA . 
Fund . Calvert Global Small Cap
CSMAX Fund   14.03  0.03  0.21%   
The current 90-days correlation between Calvert Global Small and Payden High Income is 0.51 (i.e., Very weak diversification). The correlation of Calvert Global 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 Global Correlation With Market

Average diversification

The correlation between Calvert Global Small Cap and DJI is 0.12 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Global Small Cap 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 Global Small Cap. 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 nation.

Moving against Calvert Mutual Fund

  0.7CDSIX Calvert Short DurationPairCorr
  0.58CDICX Calvert Short DurationPairCorr
  0.58CDSRX Calvert Short DurationPairCorr
  0.58CEFAX Calvert Emerging MarketsPairCorr
  0.58CEFIX Congressional EffectPairCorr
  0.58CEMAX Calvert Emerging MarketsPairCorr
  0.57CEMCX Calvert Emerging MarketsPairCorr
  0.56CVMAX Calvert Emerging MarketsPairCorr
  0.53CVMRX Calvert Emerging MarketsPairCorr
  0.53CVMIX Calvert Emerging MarketsPairCorr
  0.52CVMCX Calvert Emerging MarketsPairCorr
  0.59CFOAX Calvert Floating RatePairCorr
  0.5CGLAX Calvert Global EquityPairCorr
  0.47CGJIX Calvert Large CapPairCorr
  0.46CGJAX Calvert Large CapPairCorr
  0.42CGAEX Calvert Global EnergyPairCorr
  0.41CGACX Calvert Global EnergyPairCorr
  0.4CGLIX Calvert Global EquityPairCorr
  0.34CFICX Calvert IncomePairCorr
  0.33CGBIX Calvert Green BondPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

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