Find A Portfolio/Ticker
Comparison Box
CSXBX: Calvert Social Index B (MUTUAL FUND)
Basic Info
Asset Class: | LARGE GROWTH |
MyPlanIQ Rating: | Not Rated |
Start Date: | 02/15/2001 |
Last Dividend Date: | 12/29/2014 |
12-Mo. Yield | 0.18% |
Expenses | 1.75% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 06/16/2015)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 02/15/2001 |
2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 11.5 | 18.0 | 14.3 | 6.2 | 3.0 | 2.7 | 12.6 | 33.0 | 15.9 | -1.5 | 12.3 | 32.8 | -40.6 | 1.6 | 10.2 | 2.1 | 6.6 | 28.4 | -25.5 | -15.6 |
Sharpe Ratio | NA | 1.02 | 1.52 | 0.92 | 0.25 | 0.1 | 0.56 | 1.06 | 2.92 | 1.2 | -0.06 | 0.66 | 1.12 | -0.99 | -0.09 | 0.64 | -0.01 | 0.48 | 1.52 | -0.94 | -0.82 |
Draw Down(%) | NA | 7.7 | 8.0 | 19.0 | 58.5 | 58.5 | 3.7 | 7.7 | 5.0 | 10.7 | 19.0 | 16.1 | 27.6 | 50.5 | 10.3 | 9.0 | 9.2 | 10.7 | 14.3 | 37.5 | 30.5 |
Standard Deviation(%) | NA | 11.4 | 11.8 | 15.5 | 21.1 | 20.9 | 10.8 | 11.9 | 11.3 | 13.4 | 23.5 | 18.4 | 29.0 | 41.8 | 15.8 | 10.8 | 10.4 | 11.9 | 18.2 | 28.4 | 24.4 |
Treynor Ratio | NA | 0.14 | 0.21 | 0.16 | 0.05 | 0.02 | 0.08 | 0.15 | 0.36 | 0.18 | -0.02 | 0.13 | 0.28 | -0.38 | -0.01 | 0.09 | 0.0 | 0.07 | 0.3 | -0.3 | -0.29 |
Alpha | NA | -0.01 | 0.0 | -0.01 | -0.02 | 0.0 | -0.02 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.02 | 0.0 | -0.03 | 0.03 | -0.03 | 0.0 | 0.01 | 0.04 | 0.03 |
Beta | NA | 0.82 | 0.87 | 0.87 | 0.99 | 0.92 | 0.73 | 0.84 | 0.91 | 0.88 | 0.86 | 0.95 | 1.15 | 1.08 | 0.93 | 0.79 | 0.83 | 0.78 | 0.93 | 0.88 | 0.71 |
RSquared | NA | 0.84 | 0.91 | 0.94 | 0.92 | 0.92 | 0.72 | 0.94 | 0.94 | 0.93 | 0.96 | 0.97 | 0.95 | 0.93 | 0.94 | 0.9 | 0.88 | 0.93 | 0.97 | 0.95 | 0.91 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/15/2001
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See LARGE GROWTH Asset Class Trend Rankings |
Top Rated Funds in LARGE GROWTH
Best Mutual Funds
- SEQUX (SEQUOIA FUND INC SEQUOIA FUND INC) (100%)
- JENSX (THE JENSEN PORTFOLIO DOING BUSINESS AS JENSEN QUALITY GROWTH FUND J SHARES) (100%)
- PRGFX (T. ROWE PRICE GROWTH STOCK FUND INC. T. ROWE PRICE GROWTH STOCK FUND INC.) (100%)
- FFIDX (FIDELITY FUND FIDELITY FUND) (100%)
- TRBCX (T. ROWE PRICE BLUE CHIP GROWTH FUND INC. T. ROWE PRICE BLUE CHIP GROWTH FUND INC.) (100%)
- NBSRX (NEUBERGER BERMAN SOCIALLY RESPONSIVE FUND INVESTOR CLASS) (99%)
- PRSGX (SPECTRUM GROWTH FUND SPECTRUM GROWTH FUND) (99%)
- NGUAX (NEUBERGER BERMAN GUARDIAN FUND INVESTOR CLASS) (99%)
- VWUSX (VANGUARD U.S. GROWTH FUND INVESTOR SHARES) (99%)
- FBGRX (FIDELITY BLUE CHIP GROWTH FUND FIDELITY BLUE CHIP GROWTH FUND) (99%)
Best ETFs
- IVW (iShares S&P 500 Growth ETF) (99%)
- VUG (Vanguard Growth Index Fund ETF Shares) (99%)
- IWF (iShares Russell 1000 Growth ETF) (99%)
- QQQQ (PowerShares QQQ) (97%)
- ONEQ (Fidelity® Nasdaq Composite Index® ETF) (97%)
- FPX (First Trust US Equity Opportunities ETF) (97%)
- FTC (First Trust Large Cap Growth AlphaDEX® Fund) (97%)
- JKE (iShares Morningstar Growth ETF) (96%)
- MGK (Vanguard Mega Cap Growth Index Fund ETF Shares) (96%)
- PWB (Invesco Dynamic Large Cap Growth ETF) (96%)
Best Closed End Funds
- EOI (Eaton Vance Enhanced Equity Income Closed Fund) (98%)
- EOS (Eaton Vance Enhanced Equity Income II Closed Fund) (98%)
- ETJ (Eaton Vance Risk Managed Diversified Equity Income Closed Fund) (98%)
- ETV (Eaton Vance Tax Managed Buy Write Opportunities Closed Fund) (98%)
- GAM (General American Investors Closed Fund) (97%)
- MCN (Madison Covered Call and Equity Strategy Closed Fund) (97%)
- JCE (Nuveen Core Equity Alpha Closed Fund) (97%)
- FXBY (Foxby Corp) (64%)
- HEQ (John Hancock Hedged Equity & Income Fund) (22%)