Calvert Us Correlations

CSXCX Fund

USD 46.10 0.19 0.41%

The current 90-days correlation between Calvert Large Cap and Calvert Large Cap is 1.0 (i.e., No risk reduction). The correlation of Calvert Us 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 Us Correlation With Market

Good diversification

The correlation between Calvert Large Cap and DJI is -0.08 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Large 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 Large 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 main economic indicators.

Moving together with Calvert Mutual Fund

0.95	CEYIX	Calvert Equity Portfolio	Pair Corr
0.89	CEYRX	Calvert Equity	Pair Corr
0.9	CFAIX	Calvert Conservative	Pair Corr
0.71	CWVIX	Calvert International	Pair Corr
0.72	CWVGX	Calvert International	Pair Corr
0.79	CWVCX	Calvert International	Pair Corr
0.98	CFJIX	Calvert Large Cap	Pair Corr
0.92	CFJAX	Calvert Large Cap	Pair Corr
0.79	CFOIX	Calvert Floating Rate	Pair Corr
0.8	CFOAX	Calvert Floating Rate	Pair Corr
0.69	CFWCX	Calvert Global Water	Pair Corr
0.67	CFWIX	Calvert Global Water	Pair Corr
0.9	CGARX	Calvert Responsible Index	Pair Corr
0.94	CGJAX	Calvert Large Cap	Pair Corr
1.0	CGJIX	Calvert Large Cap	Pair Corr
0.88	CGLIX	Calvert Global Equity	Pair Corr
0.96	CGLAX	Calvert Global Equity	Pair Corr
0.68	CYBAX	Calvert High Yield	Pair Corr
0.63	CYBRX	Calvert High Yield	Pair Corr
0.63	CYBIX	Calvert High Yield	Pair Corr
0.78	CIESX	Calvert International	Pair Corr

Moving against Calvert Mutual Fund

0.49	CDSRX	Calvert Short Duration	Pair Corr
0.4	CDSIX	Calvert Short Duration	Pair Corr
0.32	CDICX	Calvert Short Duration	Pair Corr

Related Correlations Analysis

	CSXAX	CEYIX	CSVIX	CFJIX	CBAIX
CSXAX		0.95	0.98	0.98	0.93	CSXAX
CEYIX	0.95		0.95	0.97	0.88	CEYIX
CSVIX	0.98	0.95		0.99	0.89	CSVIX
CFJIX	0.98	0.97	0.99		0.89	CFJIX
CBAIX	0.93	0.88	0.89	0.89		CBAIX
	CSXAX	CEYIX	CSVIX	CFJIX	CBAIX

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Calvert Mutual Fund performing well and Calvert Us 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 Us' 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	Treynor Ratio	Potential Upside	Value @Risk	Maximum Drawdown
CSXAX	1.28	(0.04)	0.36	2.14	(2.95)	13.12
CEYIX	1.00	(0.02)	0.15	1.94	(1.91)	9.56
CSVIX	1.19	(0.06)	0.68	2.42	(2.40)	11.58
CFJIX	1.03	(0.05)	0.63	1.85	(2.27)	9.84
CBAIX	0.78	0.02	(0.02)	1.60	(1.75)	7.34

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC