Calvert International Correlations

Mutual Funds . USA . 
Fund . Calvert International Equity
CWVIX Fund  USD 26.74  0.09  0.34%   
The current 90-days correlation between Calvert International and Calvert Equity Portfolio is -0.11 (i.e., Good 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 weak diversification

The correlation between Calvert International Equity and DJI is 0.57 (i.e., Very weak 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 gross domestic product.

Moving together with Calvert Mutual Fund

  0.98CDHIX Calvert Developed MarketPairCorr
  0.96CDHAX Calvert Developed MarketPairCorr
  0.78CDICX Calvert Short DurationPairCorr
  0.96CDHRX Calvert InternationalPairCorr
  0.8CDSRX Calvert Short DurationPairCorr
  0.8CDSIX Calvert Short DurationPairCorr
  0.95CVMAX Calvert Emerging MarketsPairCorr
  0.95CVMRX Calvert Emerging MarketsPairCorr
  0.95CVMIX Calvert Emerging MarketsPairCorr
  0.95CVMCX Calvert Emerging MarketsPairCorr
  0.92CEFAX Calvert Emerging MarketsPairCorr
  0.92CEFIX Congressional EffectPairCorr
  0.95CEMCX Calvert Emerging MarketsPairCorr
  0.95CEMAX Calvert Emerging MarketsPairCorr
  0.96CEYIX Calvert Equity PortfolioPairCorr
  0.98CEYRX Calvert EquityPairCorr
  0.93CFAIX Calvert ConservativePairCorr
  0.97CWVGX Calvert InternationalPairCorr
  0.97CWVCX Calvert InternationalPairCorr
  0.84CFICX Calvert IncomePairCorr
  0.92CFJIX Calvert Large CapPairCorr
  0.91CFJAX Calvert Large CapPairCorr
  0.92CFOIX Calvert Floating RatePairCorr
  0.92CFOAX Calvert Floating RatePairCorr
  0.97CFWCX Calvert Global WaterPairCorr
  0.95CFWAX Calvert Global WaterPairCorr
  0.97CFWIX Calvert Global WaterPairCorr
  0.96CGARX Calvert Responsible IndexPairCorr
  0.93CGAEX Calvert Global EnergyPairCorr
  0.63CGAFX Calvert Green BondPairCorr
  0.94CGACX Calvert Global EnergyPairCorr
  0.64CGBIX Calvert Green BondPairCorr
  0.93CGJAX Calvert Large CapPairCorr
  0.94CGJIX Calvert Large CapPairCorr
  0.98CGLIX Calvert Global EquityPairCorr
  0.98CGLAX Calvert Global EquityPairCorr
  0.93CYBAX Calvert High YieldPairCorr
  0.93CYBRX Calvert High YieldPairCorr
  0.93CYBIX Calvert High YieldPairCorr

Related Correlations Analysis

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 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.

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
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY