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COIIX: Calvert International Opportunities I (MUTUAL FUND)
Basic Info 16.82 0.03(0.18%) March 18
Asset Class: | Foreign Small/Mid Blend |
MyPlanIQ Rating: | (76%) |
Start Date: | 06/06/2007 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 0.56% |
Expenses | 1.07% |
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Performance Analytics (As of 03/15/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 06/06/2007 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.1 | -1.3 | 10.5 | -3.4 | 3.8 | 4.6 | 9.1 | 3.9 | 13.0 | -26.7 | 14.0 | 14.0 | 26.1 | -14.6 | 38.5 | 1.0 | 2.3 | -4.2 | 28.2 | 25.5 | -17.6 | 13.5 | 35.4 | -43.6 | 5.6 |
Sharpe Ratio | NA | -0.7 | 0.6 | -0.29 | 0.12 | 0.21 | NA | 0.16 | 0.62 | -1.11 | 1.06 | 0.47 | 2.28 | -1.16 | 5.42 | 0.04 | 0.16 | -0.4 | 2.45 | 1.56 | -0.7 | 0.7 | 1.42 | -1.22 | 0.38 |
Draw Down(%) | NA | 5.3 | 17.1 | 40.4 | 40.4 | 40.4 | NA | 57.3 | 17.1 | 38.2 | 8.3 | 36.4 | 8.0 | 24.0 | 2.6 | 12.6 | 14.4 | 13.3 | 7.6 | 14.4 | 25.8 | 16.2 | 22.4 | 53.5 | 12.4 |
Standard Deviation(%) | NA | 12.9 | 13.7 | 18.4 | 20.1 | 16.9 | NA | 19.6 | 14.2 | 25.5 | 13.2 | 29.4 | 10.8 | 13.7 | 7.0 | 17.0 | 14.1 | 10.6 | 11.5 | 16.5 | 25.1 | 19.1 | 24.9 | 36.4 | 18.9 |
Treynor Ratio | NA | -0.09 | 0.08 | -0.05 | 0.02 | 0.04 | NA | 0.03 | 0.09 | -0.26 | 0.17 | 0.15 | 0.27 | -0.17 | 0.5 | 0.01 | 0.02 | -0.06 | 0.36 | 0.28 | -0.19 | 0.16 | 0.39 | -0.41 | 0.08 |
Alpha | NA | -0.08 | -0.02 | -0.03 | -0.01 | 0.0 | NA | 0.0 | -0.01 | -0.08 | 0.0 | 0.05 | 0.02 | 0.04 | 0.05 | -0.02 | 0.0 | 0.0 | 0.01 | 0.02 | -0.01 | -0.01 | 0.0 | 0.01 | 0.11 |
Beta | NA | 1.04 | 0.98 | 1.02 | 0.95 | 0.92 | NA | 0.94 | 0.95 | 1.09 | 0.84 | 0.91 | 0.9 | 0.96 | 0.76 | 0.84 | 0.91 | 0.73 | 0.79 | 0.92 | 0.93 | 0.86 | 0.91 | 1.08 | 0.94 |
RSquared | NA | 0.86 | 0.83 | 0.82 | 0.86 | 0.85 | NA | 0.85 | 0.82 | 0.84 | 0.78 | 0.93 | 0.86 | 0.9 | 0.75 | 0.81 | 0.82 | 0.73 | 0.73 | 0.85 | 0.93 | 0.84 | 0.83 | 0.87 | 0.75 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/06/2007
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