Calvert Servative Allocation Fund Market Value
| CALCX Fund | USD 17.58 0.10 0.57% |
| Symbol | Calvert |
Calvert Servative '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 Servative'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 Servative.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Calvert Servative on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Calvert Servative Allocation or generate 0.0% return on investment in Calvert Servative over 90 days. Calvert Servative is related to or competes with Calvert Conservative, Calvert Balanced, Calvert Small, Calvert Small, and Calvert Conservative. The fund is a fund of funds that seeks to achieve its investment objectives by primarily allocating its assets among und... More
Calvert Servative 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 Servative'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 Servative Allocation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1887 | |||
| Maximum Drawdown | 1.65 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 0.6152 |
Calvert Servative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Servative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Servative's standard deviation. In reality, there are many statistical measures that can use Calvert Servative historical prices to predict the future Calvert Servative's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | 0.0163 | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calvert Servative's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Calvert Servative Backtested Returns
Calvert Servative secures Sharpe Ratio (or Efficiency) of -0.0568, which signifies that the fund had a -0.0568 % return per unit of risk over the last 3 months. Calvert Servative Allocation exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Calvert Servative's Mean Deviation of 0.2938, risk adjusted performance of (0.06), and Standard Deviation of 0.3993 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calvert Servative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calvert Servative is expected to be smaller as well.
Auto-correlation | -0.36 |
Poor reverse predictability
Calvert Servative Allocation has poor reverse predictability. Overlapping area represents the amount of predictability between Calvert Servative time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Servative price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Calvert Servative price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Calvert Servative lagged returns against current returns
Autocorrelation, which is Calvert Servative 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 Servative's mutual fund expected returns. We can calculate the autocorrelation of Calvert Servative returns to help us make a trade decision. For example, suppose you find that Calvert Servative 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 Servative 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 Servative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calvert Servative 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 Servative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Calvert Servative Lagged Returns
When evaluating Calvert Servative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calvert Servative mutual fund have on its future price. Calvert Servative 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 Servative autocorrelation shows the relationship between Calvert Servative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Calvert Servative Allocation.
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 Servative 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 Servative security.
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