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CALRX: Calvert SmallCap Fund6 (MUTUAL FUND)
Basic Info 35.65 0.69(1.97%) March 27
Asset Class: | EQUITY |
MyPlanIQ Rating: | (34%) |
Start Date: | 02/08/2019 |
Last Dividend Date: | 12/14/2023 |
12-Mo. Yield | 0.40% |
Expenses | 1.19% |
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Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 05/28/2019 |
2023 | 2022 | 2021 | 2020 | 2019 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.0 | 6.8 | 15.3 | 3.6 | 9.0 | 8.9 | 11.8 | -15.9 | 20.2 | 15.0 | 13.2 |
Sharpe Ratio | NA | 1.32 | 0.75 | 0.02 | 0.31 | 0.32 | 0.48 | -0.7 | 1.13 | 0.39 | 1.07 |
Draw Down(%) | NA | 3.0 | 17.1 | 25.0 | 36.2 | 36.2 | 17.5 | 23.8 | 9.4 | 36.2 | 6.5 |
Standard Deviation(%) | NA | 15.1 | 15.0 | 19.3 | 23.5 | 23.3 | 16.0 | 24.5 | 17.8 | 37.5 | 12.6 |
Treynor Ratio | NA | 0.2 | 0.11 | 0.0 | 0.08 | 0.08 | 0.08 | -0.19 | 0.19 | 0.15 | 0.14 |
Alpha | NA | -0.06 | -0.06 | -0.02 | -0.02 | -0.02 | -0.05 | 0.01 | -0.02 | -0.02 | -0.02 |
Beta | NA | 0.99 | 0.98 | 0.95 | 0.98 | 0.98 | 0.99 | 0.92 | 1.09 | 1.0 | 0.94 |
RSquared | NA | 0.6 | 0.62 | 0.78 | 0.83 | 0.83 | 0.7 | 0.86 | 0.7 | 0.88 | 0.82 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/28/2019
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