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CSXCX: CALVERT U.S. LARGE CAP CORE RESPONSIBLE INDEX FUND CLASS C (MUTUAL FUND)
Basic Info 41.81 0.05(0.12%) March 28
Asset Class: | LARGE GROWTH |
MyPlanIQ Rating: | (28%) |
Start Date: | 12/20/2000 |
Last Dividend Date: | 12/14/2023 |
12-Mo. Yield | 0.19% |
Expenses | 1.75% |
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Performance Analytics (As of 03/22/2024)
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(%) | 0.3 | 9.8 | 32.9 | 8.4 | 14.3 | 11.8 | 14.4 | 8.5 | 6.3 | 26.0 | -22.4 | 24.4 | 24.9 | 31.4 | -5.1 | 19.8 | 9.5 | -0.0 | 12.9 | 33.1 | 16.0 | -1.5 | 12.3 | 32.9 | -40.6 | 1.6 | 10.2 | 2.1 | 6.6 | 28.4 | -25.5 | -15.1 | 4.5 |
Sharpe Ratio | NA | 3.73 | 2.4 | 0.34 | 0.58 | 0.58 | NA | NA | 0.27 | 1.57 | -0.93 | 1.78 | 0.72 | 2.26 | -0.37 | 2.68 | 0.68 | 0.0 | 1.08 | 2.94 | 1.21 | -0.07 | 0.66 | 1.13 | -0.99 | -0.09 | 0.64 | -0.01 | 0.48 | 1.53 | -0.93 | -0.71 | 21.18 |
Draw Down(%) | NA | 2.1 | 11.5 | 27.9 | 32.9 | 32.9 | NA | NA | 58.5 | 11.5 | 27.9 | 5.7 | 32.9 | 6.9 | 20.0 | 2.9 | 11.5 | 12.2 | 7.6 | 5.0 | 10.6 | 19.0 | 16.0 | 27.6 | 50.5 | 10.3 | 8.9 | 9.1 | 10.7 | 14.2 | 37.5 | 34.0 | 1.5 |
Standard Deviation(%) | NA | 11.9 | 12.3 | 18.4 | 21.8 | 18.2 | NA | NA | 20.3 | 14.0 | 25.8 | 13.7 | 34.2 | 13.3 | 17.4 | 7.2 | 13.7 | 15.6 | 11.9 | 11.3 | 13.4 | 23.5 | 18.5 | 29.0 | 41.8 | 15.8 | 10.8 | 10.5 | 11.8 | 18.1 | 28.5 | 25.0 | 25.6 |
Treynor Ratio | NA | 0.74 | 0.45 | 0.1 | 0.18 | 0.14 | NA | NA | 0.06 | 0.32 | -0.36 | 0.45 | 0.27 | 0.5 | -0.08 | 0.27 | 0.11 | 0.0 | 0.15 | 0.36 | 0.18 | -0.02 | 0.13 | 0.29 | -0.39 | -0.01 | 0.09 | 0.0 | 0.07 | 0.3 | -0.3 | -0.26 | 10.8 |
Alpha | NA | 0.02 | 0.0 | 0.02 | 0.0 | 0.0 | NA | NA | 0.0 | -0.02 | 0.03 | 0.06 | -0.08 | 0.02 | -0.02 | -0.01 | 0.04 | -0.03 | 0.01 | 0.0 | 0.0 | -0.01 | 0.0 | -0.02 | 0.0 | -0.03 | 0.03 | -0.03 | 0.0 | 0.01 | 0.04 | 0.03 | 0.29 |
Beta | NA | 0.6 | 0.66 | 0.65 | 0.72 | 0.75 | NA | NA | 0.84 | 0.7 | 0.67 | 0.54 | 0.9 | 0.6 | 0.79 | 0.73 | 0.88 | 0.94 | 0.84 | 0.91 | 0.89 | 0.87 | 0.95 | 1.15 | 1.08 | 0.93 | 0.79 | 0.83 | 0.78 | 0.93 | 0.88 | 0.68 | 0.5 |
RSquared | NA | 0.9 | 0.87 | 0.87 | 0.84 | 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 | 0.9 | 0.88 | 0.93 | 0.97 | 0.95 | 0.91 | 0.83 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/15/2001
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