Calvert International Correlations

Mutual Funds . USA . 
Fund . Calvert International Equity
CWVGX Fund  USD 25.23  0.06  0.24%   
The current 90-days correlation between Calvert International and Metropolitan West High is 0.6 (i.e., Poor diversification). The correlation of Calvert International 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 International Correlation With Market

Very poor diversification

The correlation between Calvert International Equity and DJI is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert International Equity 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 International Equity. 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 price.

Moving together with Calvert Mutual Fund

  0.99CDHIX Calvert Developed MarketPairCorr
  0.99CDHAX Calvert Developed MarketPairCorr
  0.69CDICX Calvert Short DurationPairCorr
  0.83CDHRX Calvert InternationalPairCorr
  0.65CDSIX Calvert Short DurationPairCorr
  0.81CVMAX Calvert Emerging MarketsPairCorr
  0.97CVMRX Calvert Emerging MarketsPairCorr
  0.8CVMIX Calvert Emerging MarketsPairCorr
  0.8CVMCX Calvert Emerging MarketsPairCorr
  0.97CEFAX Calvert Emerging MarketsPairCorr
  0.78CEFIX Congressional EffectPairCorr
  0.97CEMCX Calvert Emerging MarketsPairCorr
  0.82CEMAX Calvert Emerging MarketsPairCorr
  0.82CEYIX Calvert Equity PortfolioPairCorr
  0.8CEYRX Calvert EquityPairCorr
  0.93CFAIX Calvert ConservativePairCorr
  0.85CWVIX Calvert InternationalPairCorr
  0.85CWVCX Calvert InternationalPairCorr
  0.74CFICX Calvert IncomePairCorr
  0.71CFJIX Calvert Large CapPairCorr
  0.88CFJAX Calvert Large CapPairCorr
  0.88CFOIX Calvert Floating RatePairCorr
  0.76CFOAX Calvert Floating RatePairCorr
  0.8CFWCX Calvert Global WaterPairCorr
  0.79CFWAX Calvert Global WaterPairCorr
  0.99CFWIX Calvert Global WaterPairCorr
  0.78CGARX Calvert Responsible IndexPairCorr
  0.97CGAEX Calvert Global EnergyPairCorr
  0.97CGACX Calvert Global EnergyPairCorr
  0.77CGJAX Calvert Large CapPairCorr
  0.95CGJIX Calvert Large CapPairCorr
  0.8CGLIX Calvert Global EquityPairCorr
  0.81CGLAX Calvert Global EquityPairCorr
  0.96CYBAX Calvert High YieldPairCorr
  0.77CYBRX Calvert High YieldPairCorr
  0.81CYBIX 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 International 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 International'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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