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CAEIX: CALVERT GLOBAL ENERGY SOLUTIONS FUND CLASS I (MUTUAL FUND)
Basic Info 10.75 0.13(1.22%) April 23
Asset Class: | Equity Energy |
MyPlanIQ Rating: | (53%) |
Start Date: | 06/04/2007 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 0.82% |
Expenses | 1.24% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 06/04/2007 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.6 | -7.1 | -8.3 | -5.5 | 9.2 | 4.5 | 3.1 | -1.1 | 5.7 | -17.4 | 6.7 | 61.5 | 33.5 | -19.3 | 29.6 | -7.2 | -2.7 | -10.4 | 34.3 | 8.7 | -33.4 | -19.7 | 23.6 | -58.0 | 29.6 |
Sharpe Ratio | NA | -1.9 | -0.84 | -0.41 | 0.31 | 0.16 | NA | -0.08 | 0.08 | -0.72 | 0.38 | 1.73 | 2.53 | -1.39 | 3.7 | -0.37 | -0.14 | -0.79 | 2.64 | 0.46 | -1.05 | -0.77 | 0.75 | -1.03 | 2.06 |
Draw Down(%) | NA | 9.6 | 23.4 | 32.1 | 37.5 | 37.5 | NA | 75.8 | 23.4 | 28.9 | 12.2 | 37.5 | 8.0 | 26.6 | 3.4 | 17.0 | 25.1 | 19.4 | 6.5 | 25.1 | 43.9 | 31.7 | 29.5 | 70.2 | 15.5 |
Standard Deviation(%) | NA | 16.1 | 17.1 | 20.2 | 23.4 | 19.9 | NA | 25.4 | 17.6 | 26.1 | 17.5 | 35.3 | 12.7 | 14.8 | 7.9 | 20.1 | 19.3 | 13.3 | 13.0 | 18.7 | 31.7 | 25.7 | 31.5 | 56.9 | 26.0 |
Treynor Ratio | NA | -0.42 | -0.21 | -0.13 | 0.11 | 0.05 | NA | -0.03 | 0.02 | -0.29 | 0.12 | 0.95 | 0.63 | -0.38 | 1.11 | -0.13 | -0.05 | -0.21 | 0.47 | 0.12 | -0.37 | -0.22 | 0.33 | -0.72 | 0.62 |
Alpha | NA | -0.19 | -0.08 | -0.07 | 0.02 | 0.01 | NA | -0.01 | 0.0 | -0.13 | -0.03 | 0.28 | 0.09 | -0.05 | 0.1 | -0.09 | 0.04 | -0.01 | 0.07 | 0.03 | -0.15 | -0.13 | -0.01 | -0.16 | 0.1 |
Beta | NA | 0.72 | 0.67 | 0.62 | 0.62 | 0.59 | NA | 0.71 | 0.59 | 0.66 | 0.56 | 0.64 | 0.51 | 0.54 | 0.26 | 0.57 | 0.55 | 0.5 | 0.73 | 0.75 | 0.91 | 0.89 | 0.71 | 0.82 | 0.86 |
RSquared | NA | 0.27 | 0.31 | 0.33 | 0.53 | 0.51 | NA | 0.63 | 0.3 | 0.36 | 0.27 | 0.79 | 0.48 | 0.58 | 0.19 | 0.52 | 0.52 | 0.46 | 0.59 | 0.58 | 0.8 | 0.71 | 0.73 | 0.75 | 0.64 |
Yield(%) | N/A | 0.0 | 1.0 | 0.7 | 1.3 | 1.1 | 0.9 | N/A | 1.1 | 0.7 | 0.5 | 1.2 | 1.7 | 1.6 | 1.8 | 1.7 | 0.7 | 0.0 | 0.0 | 0.0 | 2.9 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 33.3 | -12.5 | 23.1 | N/A | N/A | N/A | 33.3 | 28.6 | -30.0 | 0.0 | -16.7 | 9.1 | 0.0 | 120.0 | N/A | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/04/2007
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