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CSXAX: CALVERT U.S. LARGE CAP CORE RESPONSIBLE INDEX FUND CLASS A (MUTUAL FUND)
Basic Info 42.34 0.12(0.28%) April 18
Asset Class: | LARGE GROWTH |
MyPlanIQ Rating: | (29%) |
Start Date: | 12/20/2000 |
Last Dividend Date: | 12/14/2023 |
12-Mo. Yield | 0.82% |
Expenses | 1.24% |
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Performance Analytics (As of 04/12/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 02/15/2001 |
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(%) | -3.8 | 4.3 | 22.0 | 5.3 | 12.9 | 12.3 | 14.3 | 9.0 | 7.0 | 26.9 | -21.9 | 25.3 | 25.8 | 32.4 | -4.4 | 20.7 | 10.3 | 0.8 | 13.8 | 34.3 | 17.1 | -0.5 | 13.4 | 34.1 | -40.0 | 2.7 | 11.4 | 3.1 | 7.7 | 29.6 | -24.7 | -14.2 | 4.5 |
Sharpe Ratio | NA | 1.86 | 1.86 | 0.24 | 0.54 | 0.64 | NA | NA | 0.31 | 1.64 | -0.91 | 1.84 | 0.74 | 2.34 | -0.33 | 2.82 | 0.75 | 0.05 | 1.16 | 3.05 | 1.28 | -0.02 | 0.72 | 1.17 | -0.98 | -0.02 | 0.75 | 0.09 | 0.57 | 1.59 | -0.92 | -0.67 | 20.56 |
Draw Down(%) | NA | 3.0 | 11.3 | 27.5 | 32.9 | 32.9 | NA | NA | 57.9 | 11.3 | 27.4 | 5.6 | 32.9 | 6.9 | 19.8 | 2.8 | 11.5 | 12.1 | 7.5 | 4.9 | 10.5 | 18.7 | 16.0 | 27.4 | 50.0 | 10.2 | 8.7 | 8.8 | 10.3 | 14.1 | 37.0 | 33.5 | 1.5 |
Standard Deviation(%) | NA | 12.2 | 12.5 | 18.4 | 21.9 | 18.2 | NA | NA | 20.2 | 14.0 | 25.8 | 13.7 | 34.3 | 13.2 | 17.4 | 7.2 | 13.6 | 15.6 | 11.9 | 11.3 | 13.4 | 23.5 | 18.5 | 29.0 | 41.8 | 15.8 | 10.8 | 10.4 | 11.9 | 18.2 | 28.0 | 24.9 | 25.3 |
Treynor Ratio | NA | 0.36 | 0.35 | 0.07 | 0.16 | 0.16 | NA | NA | 0.07 | 0.33 | -0.35 | 0.46 | 0.28 | 0.52 | -0.07 | 0.28 | 0.12 | 0.01 | 0.16 | 0.38 | 0.19 | -0.01 | 0.14 | 0.29 | -0.38 | 0.0 | 0.1 | 0.01 | 0.09 | 0.31 | -0.3 | -0.25 | 10.66 |
Alpha | NA | 0.0 | 0.0 | 0.02 | 0.01 | 0.0 | NA | NA | 0.0 | -0.01 | 0.03 | 0.06 | -0.07 | 0.02 | -0.02 | 0.0 | 0.04 | -0.03 | 0.01 | 0.01 | 0.0 | 0.0 | 0.01 | -0.02 | 0.01 | -0.03 | 0.03 | -0.02 | 0.01 | 0.02 | 0.04 | 0.04 | 0.29 |
Beta | NA | 0.63 | 0.67 | 0.65 | 0.74 | 0.75 | NA | NA | 0.84 | 0.69 | 0.67 | 0.54 | 0.91 | 0.59 | 0.79 | 0.72 | 0.87 | 0.94 | 0.84 | 0.91 | 0.89 | 0.87 | 0.95 | 1.15 | 1.08 | 0.93 | 0.79 | 0.83 | 0.79 | 0.93 | 0.87 | 0.68 | 0.49 |
RSquared | NA | 0.88 | 0.87 | 0.88 | 0.86 | 0.85 | NA | NA | 0.89 | 0.88 | 0.91 | 0.73 | 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 | 0.91 | 0.88 | 0.93 | 0.97 | 0.96 | 0.91 | 0.81 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/15/2001
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