Calvert Large Cap Fund Market Value
| CSXAX Fund | USD 55.25 0.16 0.29% |
| Symbol | Calvert |
Calvert Us 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Calvert Us' mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Calvert Us.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Calvert Us on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Large Cap or generate 0.0% return on investment in Calvert Us over 90 days. Calvert Us is related to or competes with Amana Growth, Amana Growth, Fidelity Sai, Artisan International, Hartford Schroders, Mfs Municipal, and Thornburg International. The investment seeks to track the performance of the Calvert US Large-Cap Core Responsible Index, which measures the inv... More
Calvert Us Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Calvert Us' mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Calvert Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8357 | |||
| Information Ratio | 0.0533 | |||
| Maximum Drawdown | 7.15 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.25 |
Calvert Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Us' standard deviation. In reality, there are many statistical measures that can use Calvert Us historical prices to predict the future Calvert Us' volatility.| Risk Adjusted Performance | 0.0863 | |||
| Jensen Alpha | 0.0535 | |||
| Total Risk Alpha | 0.0341 | |||
| Sortino Ratio | 0.0631 | |||
| Treynor Ratio | 0.1057 |
Calvert Us January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0863 | |||
| Market Risk Adjusted Performance | 0.1157 | |||
| Mean Deviation | 0.6449 | |||
| Semi Deviation | 0.7133 | |||
| Downside Deviation | 0.8357 | |||
| Coefficient Of Variation | 867.78 | |||
| Standard Deviation | 0.9893 | |||
| Variance | 0.9787 | |||
| Information Ratio | 0.0533 | |||
| Jensen Alpha | 0.0535 | |||
| Total Risk Alpha | 0.0341 | |||
| Sortino Ratio | 0.0631 | |||
| Treynor Ratio | 0.1057 | |||
| Maximum Drawdown | 7.15 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.25 | |||
| Downside Variance | 0.6984 | |||
| Semi Variance | 0.5088 | |||
| Expected Short fall | (0.71) | |||
| Skewness | 1.88 | |||
| Kurtosis | 10.39 |
Calvert Large Cap Backtested Returns
At this stage we consider Calvert Mutual Fund to be not too volatile. Calvert Large Cap secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calvert Large Cap, which you can use to evaluate the volatility of the entity. Please confirm Calvert Us' Risk Adjusted Performance of 0.0863, mean deviation of 0.6449, and Downside Deviation of 0.8357 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. The fund shows a Beta (market volatility) of 0.98, which signifies possible diversification benefits within a given portfolio. Calvert Us returns are very sensitive to returns on the market. As the market goes up or down, Calvert Us is expected to follow.
Auto-correlation | 0.26 |
Poor predictability
Calvert Large Cap has poor predictability. Overlapping area represents the amount of predictability between Calvert Us time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Calvert Large Cap price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Calvert Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
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Other Information on Investing in Calvert Mutual Fund
Calvert Us financial ratios help investors to determine whether Calvert Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Calvert with respect to the benefits of owning Calvert Us security.
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