Calvert Moderate Allocation Fund Market Value
| CMAAX Fund | USD 22.09 0.09 0.41% |
| Symbol | Calvert |
Calvert Moderate '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 Moderate'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 Moderate.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Calvert Moderate on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Calvert Moderate Allocation or generate 0.0% return on investment in Calvert Moderate over 30 days. The fund is a fund of funds that seeks to achieve its investment objectives by primarily allocating its assets among und... More
Calvert Moderate 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 Moderate'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 Moderate Allocation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 2.87 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 0.6717 |
Calvert Moderate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Moderate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Moderate's standard deviation. In reality, there are many statistical measures that can use Calvert Moderate historical prices to predict the future Calvert Moderate's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.08) |
Calvert Moderate All Backtested Returns
Calvert Moderate All secures Sharpe Ratio (or Efficiency) of -0.0209, which signifies that the fund had a -0.0209% return per unit of risk over the last 3 months. Calvert Moderate Allocation exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Calvert Moderate's Mean Deviation of 0.389, risk adjusted performance of (0.02), and Standard Deviation of 0.5338 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calvert Moderate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calvert Moderate is expected to be smaller as well.
Auto-correlation | -0.35 |
Poor reverse predictability
Calvert Moderate Allocation has poor reverse predictability. Overlapping area represents the amount of predictability between Calvert Moderate time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Moderate All price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Calvert Moderate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Calvert Moderate All lagged returns against current returns
Autocorrelation, which is Calvert Moderate 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 Moderate's mutual fund expected returns. We can calculate the autocorrelation of Calvert Moderate returns to help us make a trade decision. For example, suppose you find that Calvert Moderate 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 Moderate 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 Moderate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calvert Moderate 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 Moderate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Calvert Moderate Lagged Returns
When evaluating Calvert Moderate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calvert Moderate mutual fund have on its future price. Calvert Moderate 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 Moderate autocorrelation shows the relationship between Calvert Moderate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Calvert Moderate 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.| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin |
Other Information on Investing in Calvert Mutual Fund
Calvert Moderate 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 Moderate security.
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