CALVERT Mutual Fund Manager Performance Evaluation

Mutual Funds . USA . 
Fund . CALVERT US LARGE
CISIX Fund  USD 34.56  0.15  0.44%   
The entity shows a Beta (market volatility) of 1.0944, which signifies a somewhat significant risk relative to the market. Let's try to break down what CALVERT's beta means in this case. CALVERT US returns are very sensitive to returns on the market. As the market goes up or down, CALVERT US is expected to follow. Although it is important to respect CALVERT US LARGE historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The approach into foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By examining CALVERT US LARGE technical indicators, you can right now evaluate if the expected return of 0.0773% will be sustainable into the future.
  

CALVERT Performance

5 of 100

Compared to the overall equity markets, risk-adjusted returns on investments in CALVERT US LARGE are ranked lower than 5 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong forward indicators, CALVERT US is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
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1
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Fifty Two Week Low31.24
Fifty Two Week High43.01

CALVERT US Relative Risk vs. Return Landscape

If you would invest  3,298  in CALVERT US LARGE on December 24, 2022 and sell it today you would earn a total of  143.00  from holding CALVERT US LARGE or generate 4.34% return on investment over 90 days. CALVERT US LARGE is currently producing 0.0773% returns and takes up 1.1516% volatility of returns over 90 trading days. Put another way, 10% of traded mutual funds are less volatile than CALVERT, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Daily Expected Return (%)  
       Risk (%)  
Assuming the 90 days horizon CALVERT US is expected to generate 1.2 times more return on investment than the market. However, the company is 1.2 times more volatile than its market benchmark. It trades about 0.07 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly -0.05 per unit of risk.

CALVERT US Current Valuation

Undervalued
Today 34.56
Please note that CALVERT US's price fluctuation is very steady at this time.
CALVERT US LARGE shows a prevailing Real Value of $35.33 per share. The current price of the fund is $34.56. At this time, the entity appears to be undervalued. We determine the value of CALVERT US LARGE from examining fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, in the future, mutual fund prices and their ongoing real values will blend.
Our valuation method for CALVERT US LARGE is useful when determining the fair value of the CALVERT mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of CALVERT US. Since CALVERT US is currently traded on the exchange, buyers and sellers on that exchange determine the market value of CALVERT Mutual Fund. However, CALVERT US's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
35.33
Real Value
36.48
Upside
Estimating the potential upside or downside of CALVERT US LARGE helps investors to forecast how CALVERT mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of CALVERT US more accurately as focusing exclusively on CALVERT US's fundamentals will not take into account other important factors:
Hype
Prediction
LowEstimated ValueHigh
33.3034.4535.60
Details

CALVERT US Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for CALVERT US's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as CALVERT US LARGE, and traders can use it to determine the average amount a CALVERT US's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0671

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Estimated Market Risk

 1.15
  actual daily
 10 
90% of assets are more volatile
1010

Expected Return

 0.08
  actual daily
 1 
99% of assets have higher returns
11

Risk-Adjusted Return

 0.07
  actual daily
 5 
95% of assets perform better
55
Based on monthly moving average CALVERT US is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of CALVERT US by adding it to a well-diversified portfolio.

CALVERT US Fundamentals Growth

CALVERT Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of CALVERT US, and CALVERT US fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on CALVERT Mutual Fund performance.
Price to Earning19.40 X
Price to Book2.88 X
Price to Sales1.89 X
Total Asset4.12 B

About CALVERT US Performance

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