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CLVAX: CALVERT GLOBAL VALUE FUND CLASS A (MUTUAL FUND)
Basic Info
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 08/18/2000 |
Last Dividend Date: | 06/22/2016 |
12-Mo. Yield | 0.00% |
Expenses | 1.23% |
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Performance Analytics (As of 09/11/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 12/02/2008 |
2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | -0.6 | 5.0 | 2.0 | 10.4 | -2.7 | -8.1 | 8.4 | 31.7 | 16.3 | -2.2 | 11.0 | 24.8 | -39.4 | -7.5 | 16.4 | -3.9 | 7.7 | 34.8 | -24.2 | 1.9 | 65.7 |
Sharpe Ratio | NA | -0.6 | 0.2 | 0.7 | 0.05 | NA | 0.2 | -0.3 | -0.52 | 0.75 | 2.82 | 1.26 | -0.1 | 0.62 | 0.84 | -0.95 | -0.61 | 1.18 | -0.43 | 0.56 | 1.99 | -0.98 | -0.02 | 4.32 |
Draw Down(%) | NA | 16.8 | 20.6 | 20.6 | 63.4 | NA | 63.4 | 10.1 | 15.7 | 8.5 | 5.2 | 10.8 | 20.9 | 16.5 | 31.3 | 50.6 | 15.7 | 7.1 | 11.2 | 6.5 | 15.2 | 38.8 | 15.7 | 6.1 |
Standard Deviation(%) | NA | 17.0 | 13.5 | 14.8 | 21.8 | NA | 21.8 | 14.8 | 15.6 | 11.1 | 11.2 | 13.0 | 23.7 | 17.6 | 29.4 | 42.2 | 17.3 | 11.2 | 14.1 | 12.1 | 17.2 | 25.8 | 17.1 | 68.1 |
Treynor Ratio | NA | -0.11 | 0.03 | 0.11 | 0.01 | NA | 0.05 | -0.05 | -0.08 | 0.08 | 0.32 | 0.16 | -0.02 | 0.12 | 0.27 | -0.42 | -0.12 | 0.13 | -0.07 | 0.07 | 0.37 | -0.27 | -0.01 | 2.78 |
Alpha | NA | -0.08 | -0.04 | -0.03 | -0.04 | NA | -0.01 | -0.07 | -0.03 | -0.02 | 0.0 | 0.0 | -0.01 | -0.01 | 0.02 | -0.03 | -0.03 | -0.02 | -0.04 | -0.02 | 0.02 | -0.02 | 0.04 | 0.62 |
Beta | NA | 0.94 | 0.97 | 0.98 | 0.96 | NA | 0.94 | 0.9 | 0.99 | 0.99 | 0.99 | 1.01 | 0.99 | 0.95 | 0.92 | 0.96 | 0.88 | 1.01 | 0.89 | 0.93 | 0.92 | 0.92 | 0.75 | 1.06 |
RSquared | NA | 0.88 | 0.91 | 0.94 | 0.95 | NA | 0.73 | 0.8 | 0.95 | 0.95 | 0.97 | 0.97 | 0.99 | 0.98 | 0.98 | 0.97 | 0.76 | 0.74 | 0.47 | 0.69 | 0.84 | 0.96 | 0.78 | 0.04 |
Yield(%) | N/A | 10.8 | 7.0 | 6.8 | 2.9 | 2.5 | N/A | 1.9 | 9.1 | 7.4 | 0.9 | 1.4 | 1.4 | 1.1 | 1.1 | 1.6 | 1.3 | 1.5 | 1.0 | 2.7 | 1.8 | 1.4 | 1.6 | 1.3 |
Dividend Growth(%) | N/A | 47.9 | 624.9 | N/A | N/A | N/A | N/A | -82.7 | 26.1 | 984.8 | -31.3 | 0.0 | 45.7 | 12.2 | -55.4 | 9.5 | -3.4 | 47.5 | -61.4 | 91.2 | 0.0 | -9.1 | 35.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/02/2008
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