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CSEBX: Calvert Equity B (MUTUAL FUND)
Basic Info
Asset Class: | LARGE GROWTH |
MyPlanIQ Rating: | Not Rated |
Start Date: | 06/28/2000 |
Last Dividend Date: | 12/11/2014 |
12-Mo. Yield | 0.16% |
Expenses | 2.10% |
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Performance Analytics (As of 06/16/2015)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/28/2000 |
2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 11.9 | 16.3 | 13.4 | 6.9 | 4.7 | 3.3 | 9.9 | 29.3 | 14.5 | -3.1 | 16.2 | 32.2 | -35.9 | 9.1 | 9.2 | 3.3 | 5.8 | 21.3 | -15.8 | -3.2 | -3.3 |
Sharpe Ratio | NA | 1.1 | 1.39 | 0.84 | 0.3 | 0.18 | 0.73 | 0.86 | 2.62 | 1.04 | -0.13 | 0.9 | 1.2 | -0.94 | 0.41 | 0.56 | 0.1 | 0.42 | 1.19 | -0.69 | -0.28 | -0.53 |
Draw Down(%) | NA | 6.4 | 6.4 | 20.7 | 51.4 | 51.4 | 3.6 | 6.4 | 5.2 | 11.7 | 20.7 | 15.9 | 24.9 | 45.5 | 7.9 | 8.5 | 6.9 | 8.8 | 14.9 | 28.8 | 23.8 | 13.4 |
Standard Deviation(%) | NA | 10.8 | 11.7 | 15.8 | 20.2 | 19.6 | 10.2 | 11.5 | 11.2 | 14.1 | 24.8 | 17.9 | 26.8 | 39.0 | 14.8 | 10.6 | 10.8 | 11.7 | 17.3 | 24.3 | 19.9 | 19.7 |
Treynor Ratio | NA | 0.15 | 0.19 | 0.15 | 0.06 | 0.05 | 0.11 | 0.12 | 0.33 | 0.16 | -0.03 | 0.18 | 0.3 | -0.36 | 0.07 | 0.08 | 0.01 | 0.06 | 0.23 | -0.23 | -0.11 | -0.26 |
Alpha | NA | -0.01 | -0.01 | -0.01 | -0.02 | 0.02 | -0.01 | 0.0 | -0.01 | -0.01 | -0.01 | 0.02 | -0.01 | 0.02 | 0.0 | 0.03 | -0.02 | 0.0 | -0.01 | 0.06 | 0.05 | 0.05 |
Beta | NA | 0.78 | 0.86 | 0.9 | 0.96 | 0.79 | 0.7 | 0.82 | 0.89 | 0.94 | 0.91 | 0.91 | 1.07 | 1.02 | 0.87 | 0.76 | 0.84 | 0.75 | 0.88 | 0.73 | 0.5 | 0.41 |
RSquared | NA | 0.85 | 0.9 | 0.94 | 0.94 | 0.85 | 0.72 | 0.94 | 0.93 | 0.94 | 0.96 | 0.96 | 0.95 | 0.96 | 0.93 | 0.87 | 0.83 | 0.88 | 0.95 | 0.91 | 0.78 | 0.59 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/28/2000
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