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CVMCX: CALVERT EMERGING MARKETS EQUITY FUND CLASS C (MUTUAL FUND)
Basic Info 15.22 0.22(1.42%) April 19
Asset Class: | EMERGING MARKET EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/31/2012 |
Last Dividend Date: | 04/10/2019 |
12-Mo. Yield | 0.00% |
Expenses | 0.92% |
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Performance Analytics (As of 04/18/2024)
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(%) | -3.5 | -2.4 | -2.2 | -11.3 | -1.5 | 2.1 | 2.9 | 3.7 | -23.3 | -8.4 | 23.7 | 21.7 | -16.2 | 43.2 | 5.7 | -8.6 | -2.4 | 9.9 | 4.8 |
Sharpe Ratio | NA | 0.05 | -0.13 | -0.69 | -0.11 | 0.08 | 0.14 | -0.04 | -1.08 | -0.52 | 0.79 | 1.42 | -1.03 | 4.66 | 0.34 | -0.53 | -0.21 | 0.79 | 3.17 |
Draw Down(%) | NA | 7.1 | 14.4 | 41.6 | 44.9 | 44.9 | 44.9 | 17.7 | 35.5 | 20.6 | 33.2 | 10.8 | 27.2 | 5.1 | 11.2 | 23.2 | 12.2 | 12.5 | 4.0 |
Standard Deviation(%) | NA | 13.7 | 14.2 | 17.8 | 20.5 | 17.7 | 17.2 | 15.0 | 23.0 | 16.3 | 29.7 | 14.2 | 17.0 | 9.2 | 16.3 | 16.2 | 11.5 | 12.5 | 10.5 |
Treynor Ratio | NA | 0.01 | -0.02 | -0.18 | -0.03 | 0.02 | 0.03 | -0.01 | -0.38 | -0.11 | 0.31 | 0.24 | -0.24 | 0.55 | 0.06 | -0.11 | -0.04 | 0.15 | 0.65 |
Alpha | NA | -0.06 | -0.07 | -0.07 | -0.04 | -0.03 | -0.02 | -0.06 | -0.06 | -0.11 | 0.03 | -0.01 | -0.06 | 0.08 | -0.02 | -0.04 | -0.04 | -0.03 | 0.1 |
Beta | NA | 0.73 | 0.83 | 0.67 | 0.73 | 0.74 | 0.73 | 0.72 | 0.65 | 0.78 | 0.75 | 0.85 | 0.72 | 0.77 | 0.95 | 0.75 | 0.58 | 0.65 | 0.51 |
RSquared | NA | 0.37 | 0.47 | 0.42 | 0.58 | 0.55 | 0.54 | 0.4 | 0.46 | 0.4 | 0.77 | 0.56 | 0.52 | 0.32 | 0.59 | 0.51 | 0.32 | 0.33 | 0.43 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.4 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.3 | 0.0 | 0.2 | 0.1 | 3.2 | 5.4 | 0.2 |
Dividend Growth(%) | N/A | N/A | N/A | -100.0 | -100.0 | N/A | N/A | N/A | N/A | N/A | -100.0 | -66.7 | N/A | -100.0 | 100.0 | -97.6 | -40.6 | 3350.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/31/2012
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