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CVMIX: CALVERT EMERGING MARKETS EQUITY FUND CLASS I (MUTUAL FUND)
Basic Info 16.18 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 | 0.77% |
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 | -0.7 | -0.9 | -10.3 | -0.2 | 3.4 | 4.2 | 4.7 | -22.6 | -7.4 | 24.9 | 22.7 | -15.2 | 44.7 | 6.8 | -7.4 | -1.0 | 11.4 | 5.0 |
Sharpe Ratio | NA | 0.12 | -0.06 | -0.64 | -0.06 | 0.14 | 0.2 | 0.03 | -1.04 | -0.46 | 0.83 | 1.49 | -0.97 | 4.83 | 0.41 | -0.46 | -0.09 | 0.91 | 3.41 |
Draw Down(%) | NA | 7.1 | 14.2 | 40.7 | 44.0 | 44.0 | 44.0 | 17.1 | 35.0 | 19.9 | 33.1 | 10.8 | 26.6 | 5.0 | 11.1 | 22.8 | 11.9 | 12.4 | 4.0 |
Standard Deviation(%) | NA | 13.7 | 14.2 | 17.8 | 20.5 | 17.7 | 17.2 | 14.9 | 23.0 | 16.3 | 29.7 | 14.3 | 17.0 | 9.2 | 16.4 | 16.2 | 11.5 | 12.5 | 10.3 |
Treynor Ratio | NA | 0.02 | -0.01 | -0.17 | -0.02 | 0.03 | 0.05 | 0.01 | -0.37 | -0.1 | 0.33 | 0.25 | -0.23 | 0.57 | 0.07 | -0.1 | -0.02 | 0.18 | 0.71 |
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 | -0.01 | -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 | 0.78 | 0.75 | 0.86 | 0.72 | 0.78 | 0.95 | 0.74 | 0.58 | 0.64 | 0.5 |
RSquared | NA | 0.38 | 0.47 | 0.42 | 0.58 | 0.55 | 0.54 | 0.41 | 0.46 | 0.39 | 0.78 | 0.56 | 0.53 | 0.33 | 0.59 | 0.51 | 0.33 | 0.32 | 0.42 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/31/2012
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