Calvert Flexible Bond Fund Market Value
| CUBRX Fund | USD 14.79 0.01 0.07% |
| Symbol | Calvert |
Calvert Flexible '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 Flexible's 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 Flexible.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Calvert Flexible on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Flexible Bond or generate 0.0% return on investment in Calvert Flexible over 90 days. Calvert Flexible is related to or competes with Nt International, Needham Small, Old Westbury, Aqr Small, Scout Small, Transamerica International, and Smallcap Fund. The fund seeks to achieve its investment objective through a flexible investment process that allocates investments acro... More
Calvert Flexible 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 Flexible's 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 Flexible Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.156 | |||
| Information Ratio | (0.60) | |||
| Maximum Drawdown | 0.8234 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2786 |
Calvert Flexible Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Flexible's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Flexible's standard deviation. In reality, there are many statistical measures that can use Calvert Flexible historical prices to predict the future Calvert Flexible's volatility.| Risk Adjusted Performance | 0.2426 | |||
| Jensen Alpha | 0.0407 | |||
| Total Risk Alpha | 0.0167 | |||
| Sortino Ratio | (0.61) | |||
| Treynor Ratio | (9.80) |
Calvert Flexible Bond Backtested Returns
At this stage we consider Calvert Mutual Fund to be very steady. Calvert Flexible Bond secures Sharpe Ratio (or Efficiency) of 0.3, which signifies that the fund had a 0.3 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Calvert Flexible Bond, which you can use to evaluate the volatility of the entity. Please confirm Calvert Flexible's Mean Deviation of 0.1218, risk adjusted performance of 0.2426, and Coefficient Of Variation of 320.77 to double-check if the risk estimate we provide is consistent with the expected return of 0.0485%. The fund shows a Beta (market volatility) of -0.0041, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Calvert Flexible are expected to decrease at a much lower rate. During the bear market, Calvert Flexible is likely to outperform the market.
Auto-correlation | 0.50 |
Modest predictability
Calvert Flexible Bond has modest predictability. Overlapping area represents the amount of predictability between Calvert Flexible time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 2025. 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 Flexible Bond price movement. The serial correlation of 0.5 indicates that about 50.0% of current Calvert Flexible price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Calvert Flexible Bond lagged returns against current returns
Autocorrelation, which is Calvert Flexible mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Calvert Flexible's mutual fund expected returns. We can calculate the autocorrelation of Calvert Flexible returns to help us make a trade decision. For example, suppose you find that Calvert Flexible has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Calvert Flexible regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Calvert Flexible mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calvert Flexible mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calvert Flexible mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Calvert Flexible Lagged Returns
When evaluating Calvert Flexible's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calvert Flexible mutual fund have on its future price. Calvert Flexible autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Calvert Flexible autocorrelation shows the relationship between Calvert Flexible mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Calvert Flexible Bond.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Calvert Mutual Fund
Calvert Flexible 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 Flexible security.
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