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CSXRX: CALVERT US LARGE-CAP CORE RESPONSIBLE INDEX FUND CLASS R6 (MUTUAL FUND)
Basic Info 44.18 0.45(1.03%) May 02
Asset Class: | EQUITY |
MyPlanIQ Rating: | (88%) |
Start Date: | 10/09/2017 |
Last Dividend Date: | 12/14/2023 |
12-Mo. Yield | 1.09% |
Expenses | 1.24% |
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Performance Analytics (As of 04/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.5 | 6.0 | 25.4 | 6.3 | 13.6 | 13.0 | 27.3 | -21.6 | 25.7 | 26.2 | 32.8 | -4.1 | 5.1 |
Sharpe Ratio | NA | 1.53 | 1.95 | 0.22 | 0.55 | 0.57 | 1.67 | -0.9 | 1.87 | 0.75 | 2.36 | -0.31 | 3.99 |
Draw Down(%) | NA | 6.1 | 11.2 | 27.3 | 32.8 | 32.8 | 11.2 | 27.3 | 5.6 | 32.8 | 6.8 | 19.8 | 0.9 |
Standard Deviation(%) | NA | 12.3 | 12.5 | 18.4 | 21.9 | 20.5 | 14.0 | 25.8 | 13.7 | 34.2 | 13.3 | 17.5 | 5.9 |
Treynor Ratio | NA | 0.18 | 0.24 | 0.04 | 0.12 | 0.12 | 0.23 | -0.22 | 0.26 | 0.27 | 0.3 | -0.05 | 0.24 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.02 | 0.0 | 0.01 | 0.0 |
Beta | NA | 1.03 | 1.02 | 1.02 | 1.0 | 1.0 | 1.02 | 1.03 | 0.98 | 0.97 | 1.04 | 1.02 | 0.99 |
RSquared | NA | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 0.97 | 0.99 | 0.99 | 0.97 | 0.97 |
Yield(%) | N/A | 0.0 | 1.3 | 1.2 | 1.6 | N/A | 1.4 | 1.0 | 1.4 | 1.2 | 1.5 | 4.0 | 2.5 |
Dividend Growth(%) | N/A | -100.0 | 7.1 | N/A | N/A | N/A | 7.1 | -8.7 | 39.4 | 3.1 | -65.2 | 67.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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