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CFWYX: Calvert Global Water Y (MUTUAL FUND)
Basic Info
Asset Class: | Natural Resources |
MyPlanIQ Rating: | (13%) |
Start Date: | 10/02/2008 |
Last Dividend Date: | 12/29/2015 |
12-Mo. Yield | 0.00% |
Expenses | 1.60% |
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Performance Analytics (As of 08/13/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 10/02/2008 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | -9.4 | -2.7 | 3.6 | -17.9 | 14.3 | -12.5 | -3.4 | 29.1 | 27.5 | -9.7 | 13.9 | 28.9 | -20.1 |
Sharpe Ratio | NA | -0.51 | -0.28 | 0.03 | 0.15 | -0.51 | 0.9 | -0.8 | -0.27 | 2.54 | 1.77 | -0.4 | 0.74 | 1.14 | -0.92 |
Draw Down(%) | NA | 31.0 | 31.0 | 31.0 | 39.8 | 31.0 | 10.8 | 20.7 | 15.2 | 10.3 | 13.5 | 21.3 | 15.9 | 26.8 | 35.3 |
Standard Deviation(%) | NA | 36.5 | 24.6 | 20.6 | 23.2 | 36.6 | 15.5 | 15.7 | 12.8 | 11.4 | 15.6 | 24.1 | 18.7 | 25.1 | 65.4 |
Treynor Ratio | NA | -0.75 | -0.17 | 0.01 | 0.06 | -0.75 | 0.34 | -0.28 | -0.08 | 0.58 | 0.49 | -0.15 | 0.2 | 0.5 | -1.1 |
Alpha | NA | -0.07 | -0.02 | 0.0 | 0.01 | -0.07 | 0.01 | 0.0 | 0.01 | 0.07 | 0.09 | -0.02 | 0.0 | 0.0 | -0.15 |
Beta | NA | 0.25 | 0.4 | 0.42 | 0.54 | 0.25 | 0.41 | 0.45 | 0.45 | 0.5 | 0.57 | 0.64 | 0.69 | 0.57 | 0.54 |
RSquared | NA | 0.01 | 0.18 | 0.23 | 0.55 | 0.01 | 0.48 | 0.54 | 0.48 | 0.49 | 0.63 | 0.78 | 0.77 | 0.78 | 0.8 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/02/2008
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