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CLCIX: Calvert Large Cap Growth I (MUTUAL FUND)
Basic Info
Asset Class: | LARGE GROWTH |
MyPlanIQ Rating: | Not Rated |
Start Date: | 01/02/2001 |
Last Dividend Date: | 04/30/2010 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 10/20/2011)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 01/02/2001 |
2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 7.4 | 9.9 | -1.3 | 4.4 | 2.0 | -0.6 | 12.2 | 33.4 | -45.6 | 14.0 | 5.1 | 11.7 | 17.6 | 39.0 | -20.7 | -11.4 |
Sharpe Ratio | NA | 0.37 | 0.37 | -0.09 | 0.14 | 0.03 | -0.04 | 0.65 | 1.27 | -1.09 | 0.62 | 0.13 | 0.74 | 1.09 | 2.08 | -0.86 | -0.53 |
Draw Down(%) | NA | 19.7 | 29.4 | 58.1 | 58.1 | 58.1 | 19.7 | 16.1 | 23.4 | 53.8 | 9.8 | 14.4 | 10.0 | 12.4 | 10.8 | 29.9 | 38.6 |
Standard Deviation(%) | NA | 20.2 | 26.8 | 26.7 | 22.8 | 23.2 | 21.8 | 18.8 | 26.2 | 42.5 | 17.8 | 14.0 | 12.9 | 15.3 | 18.4 | 25.4 | 26.2 |
Treynor Ratio | NA | 0.1 | 0.1 | -0.02 | 0.03 | 0.01 | -0.01 | 0.13 | 0.32 | -0.41 | 0.1 | 0.02 | 0.09 | 0.17 | 0.43 | -0.3 | -0.21 |
Alpha | NA | 0.01 | 0.0 | -0.01 | 0.01 | 0.02 | 0.01 | 0.0 | -0.01 | -0.03 | 0.01 | 0.01 | 0.0 | 0.04 | 0.05 | 0.03 | 0.03 |
Beta | NA | 0.76 | 0.97 | 1.02 | 0.95 | 0.9 | 0.75 | 0.96 | 1.05 | 1.12 | 1.07 | 1.04 | 1.01 | 0.98 | 0.89 | 0.74 | 0.68 |
RSquared | NA | 0.79 | 0.92 | 0.93 | 0.9 | 0.87 | 0.79 | 0.96 | 0.96 | 0.97 | 0.96 | 0.92 | 0.84 | 0.87 | 0.86 | 0.84 | 0.79 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/02/2001
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