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CISIX: CALVERT U.S. LARGE CAP CORE RESPONSIBLE INDEX FUND CLASS I (MUTUAL FUND)
Basic Info 44.13 0.03(0.07%) April 24
Asset Class: | LARGE GROWTH |
MyPlanIQ Rating: | (71%) |
Start Date: | 09/12/2000 |
Last Dividend Date: | 12/14/2023 |
12-Mo. Yield | 1.03% |
Expenses | 1.24% |
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Performance Analytics (As of 04/23/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 09/12/2000 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.1 | 5.8 | 24.4 | 6.4 | 13.4 | 12.6 | 14.9 | 9.5 | 6.6 | 27.3 | -21.7 | 25.6 | 26.1 | 32.8 | -4.1 | 21.2 | 10.7 | 1.1 | 14.4 | 35.0 | 17.7 | 0.0 | 14.2 | 34.8 | -39.7 | 3.2 | 11.9 | 3.5 | 8.1 | 30.2 | -24.5 | -13.8 | -15.4 |
Sharpe Ratio | NA | 0.67 | 1.38 | 0.17 | 0.53 | 0.62 | NA | NA | 0.27 | 1.66 | -0.9 | 1.87 | 0.75 | 2.37 | -0.31 | 2.88 | 0.77 | 0.07 | 1.21 | 3.11 | 1.34 | 0.0 | 0.76 | 1.2 | -0.97 | 0.02 | 0.81 | 0.13 | 0.61 | 1.62 | -0.91 | -0.66 | -1.62 |
Draw Down(%) | NA | 6.1 | 11.3 | 27.4 | 32.8 | 32.8 | NA | NA | 58.0 | 11.3 | 27.3 | 5.6 | 32.8 | 6.9 | 19.8 | 2.8 | 11.4 | 12.0 | 7.5 | 4.9 | 10.4 | 18.5 | 15.8 | 27.3 | 49.8 | 10.2 | 8.6 | 8.8 | 10.0 | 14.0 | 36.8 | 33.4 | 19.4 |
Standard Deviation(%) | NA | 12.2 | 12.5 | 18.4 | 21.8 | 18.2 | NA | NA | 20.3 | 14.0 | 25.8 | 13.7 | 34.2 | 13.2 | 17.4 | 7.2 | 13.6 | 15.6 | 11.9 | 11.2 | 13.3 | 23.5 | 18.4 | 29.1 | 41.9 | 15.8 | 10.8 | 10.5 | 11.8 | 18.2 | 28.0 | 24.9 | 28.8 |
Treynor Ratio | NA | 0.13 | 0.26 | 0.05 | 0.16 | 0.15 | NA | NA | 0.06 | 0.33 | -0.35 | 0.47 | 0.28 | 0.53 | -0.07 | 0.29 | 0.12 | 0.01 | 0.17 | 0.39 | 0.2 | 0.0 | 0.15 | 0.3 | -0.38 | 0.0 | 0.11 | 0.02 | 0.09 | 0.32 | -0.29 | -0.24 | -0.75 |
Alpha | NA | 0.0 | 0.0 | 0.02 | 0.01 | 0.0 | NA | NA | 0.01 | -0.01 | 0.03 | 0.06 | -0.07 | 0.02 | -0.02 | 0.0 | 0.04 | -0.03 | 0.01 | 0.01 | 0.01 | 0.0 | 0.01 | -0.02 | 0.01 | -0.02 | 0.04 | -0.02 | 0.01 | 0.02 | 0.04 | 0.04 | 0.0 |
Beta | NA | 0.61 | 0.66 | 0.65 | 0.74 | 0.75 | NA | NA | 0.83 | 0.69 | 0.67 | 0.54 | 0.91 | 0.59 | 0.79 | 0.72 | 0.88 | 0.94 | 0.84 | 0.91 | 0.88 | 0.87 | 0.95 | 1.16 | 1.08 | 0.93 | 0.79 | 0.83 | 0.78 | 0.93 | 0.87 | 0.68 | 0.62 |
RSquared | NA | 0.88 | 0.87 | 0.88 | 0.86 | 0.85 | NA | NA | 0.88 | 0.88 | 0.91 | 0.72 | 0.89 | 0.67 | 0.9 | 0.75 | 0.9 | 0.94 | 0.94 | 0.94 | 0.93 | 0.97 | 0.98 | 0.95 | 0.93 | 0.94 | 0.9 | 0.88 | 0.92 | 0.97 | 0.96 | 0.92 | 0.89 |
Yield(%) | N/A | 0.0 | 1.2 | 1.1 | 1.5 | 3.5 | 6.3 | 3.7 | N/A | 1.3 | 0.9 | 1.3 | 1.2 | 1.5 | 4.0 | 2.8 | 4.1 | 7.2 | 3.9 | 4.3 | 1.5 | 1.5 | 1.7 | 1.8 | 1.4 | 1.5 | 1.0 | 0.8 | 2.2 | 0.6 | 0.4 | 0.3 | 0.3 |
Dividend Growth(%) | N/A | -100.0 | 7.7 | -18.8 | -55.7 | 192.8 | N/A | N/A | N/A | 7.7 | -11.4 | 37.5 | 3.2 | -65.9 | 65.5 | -24.7 | -47.1 | 106.0 | 13.6 | 247.1 | -5.6 | 0.0 | 28.6 | -22.2 | -10.0 | 66.7 | 33.3 | -62.5 | 380.0 | 25.0 | 0.0 | 0.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/12/2000
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