Calvert International Related Correlations
COIIX Fund | USD 16.97 0.10 0.59% |
Correlations
OSMYX | OSCIX | OSMNX | TIDDX | MIDGX | MIDHX | MIDRX | LMUSX | ||
OSMYX | 1.0 | 1.0 | 0.96 | 0.87 | 0.96 | 0.87 | 0.74 | OSMYX | |
OSCIX | 1.0 | 1.0 | 0.96 | 0.87 | 0.96 | 0.87 | 0.75 | OSCIX | |
OSMNX | 1.0 | 1.0 | 0.95 | 0.87 | 0.96 | 0.87 | 0.73 | OSMNX | |
TIDDX | 0.96 | 0.96 | 0.95 | 0.89 | 0.96 | 0.9 | 0.85 | TIDDX | |
MIDGX | 0.87 | 0.87 | 0.87 | 0.89 | 0.94 | 1.0 | 0.7 | MIDGX | |
MIDHX | 0.96 | 0.96 | 0.96 | 0.96 | 0.94 | 0.94 | 0.72 | MIDHX | |
MIDRX | 0.87 | 0.87 | 0.87 | 0.9 | 1.0 | 0.94 | 0.71 | MIDRX | |
LMUSX | 0.74 | 0.75 | 0.73 | 0.85 | 0.7 | 0.72 | 0.71 | LMUSX | |
OSMYX | OSCIX | OSMNX | TIDDX | MIDGX | MIDHX | MIDRX | LMUSX |
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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.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
OSMYX | 0.62 | (0.12) | (0.11) | 0.02 | 0.83 | 1.30 | 3.86 | |||
OSCIX | 0.62 | (0.12) | (0.11) | 0.02 | 0.83 | 1.29 | 3.84 | |||
OSMNX | 0.62 | (0.12) | (0.12) | 0.02 | 0.83 | 1.30 | 3.85 | |||
TIDDX | 0.53 | (0.05) | (0.07) | 0.07 | 0.60 | 1.18 | 3.29 | |||
MIDGX | 0.46 | 0.03 | (0.12) | 0.55 | 0.60 | 0.90 | 2.77 | |||
MIDHX | 0.47 | (0.07) | (0.13) | 0.05 | 0.59 | 0.92 | 2.76 | |||
MIDRX | 0.46 | 0.04 | (0.12) | 0.58 | 0.59 | 0.91 | 2.79 | |||
LMUSX | 0.53 | 0.19 | 0.08 | (2.31) | 0.26 | 1.27 | 3.21 |