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CVMAX: CALVERT EMERGING MARKETS EQUITY FUND CLASS A (MUTUAL FUND)
Basic Info 16.04 0.08(0.50%) April 18
Asset Class: | EMERGING MARKET EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/31/2012 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 0.52% |
Expenses | 0.92% |
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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 | Since 10/31/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -4.5 | -0.8 | -1.1 | -10.6 | -0.4 | 3.2 | 4.0 | 4.5 | -22.8 | -7.7 | 24.6 | 23.3 | -15.6 | 44.2 | 6.6 | -7.8 | -1.4 | 10.9 | 5.0 |
Sharpe Ratio | NA | 0.09 | -0.07 | -0.66 | -0.07 | 0.13 | 0.19 | 0.02 | -1.05 | -0.47 | 0.82 | 1.54 | -0.99 | 4.8 | 0.39 | -0.48 | -0.12 | 0.87 | 3.29 |
Draw Down(%) | NA | 7.1 | 14.3 | 40.9 | 44.2 | 44.2 | 44.2 | 17.3 | 35.1 | 20.1 | 33.1 | 10.8 | 26.8 | 5.1 | 11.1 | 22.9 | 11.9 | 12.4 | 4.0 |
Standard Deviation(%) | NA | 13.7 | 14.2 | 17.8 | 20.5 | 17.7 | 17.2 | 15.0 | 23.0 | 16.2 | 29.7 | 14.3 | 17.0 | 9.1 | 16.4 | 16.2 | 11.5 | 12.5 | 10.5 |
Treynor Ratio | NA | 0.02 | -0.01 | -0.17 | -0.02 | 0.03 | 0.04 | 0.0 | -0.37 | -0.1 | 0.32 | 0.26 | -0.23 | 0.57 | 0.07 | -0.1 | -0.02 | 0.17 | 0.68 |
Alpha | NA | -0.06 | -0.07 | -0.06 | -0.04 | -0.02 | -0.02 | -0.05 | -0.05 | -0.11 | 0.04 | -0.01 | -0.05 | 0.09 | -0.02 | -0.03 | -0.03 | -0.03 | 0.1 |
Beta | NA | 0.73 | 0.83 | 0.67 | 0.73 | 0.74 | 0.73 | 0.73 | 0.65 | 0.77 | 0.75 | 0.85 | 0.72 | 0.77 | 0.96 | 0.74 | 0.58 | 0.64 | 0.51 |
RSquared | NA | 0.37 | 0.47 | 0.42 | 0.58 | 0.55 | 0.54 | 0.41 | 0.46 | 0.39 | 0.77 | 0.56 | 0.52 | 0.32 | 0.59 | 0.51 | 0.33 | 0.33 | 0.42 |
Yield(%) | N/A | 0.0 | 0.7 | 0.4 | 0.5 | 1.0 | N/A | 0.8 | 0.4 | 0.3 | 0.3 | 1.4 | 0.7 | 0.2 | 0.6 | 0.8 | 3.4 | 5.8 | 1.1 |
Dividend Growth(%) | N/A | -100.0 | 50.0 | -28.9 | -48.2 | N/A | N/A | 50.0 | 14.3 | 16.7 | -70.0 | 66.7 | 300.0 | -57.1 | -30.0 | -77.3 | -39.7 | 461.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/31/2012
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