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CVMRX: Calvert Emerging Markets Equity Fund R6 Class (MUTUAL FUND)
Basic Info 16.13 0.08(0.50%) April 18
Asset Class: | EMERGING MARKET EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 09/17/2018 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 0.87% |
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 | Since 11/06/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -4.5 | -0.7 | -0.8 | -10.3 | -0.1 | 2.3 | 4.8 | -22.5 | -7.4 | 24.9 | 22.8 | -3.1 |
Sharpe Ratio | NA | 0.12 | -0.05 | -0.64 | -0.06 | 0.04 | 0.04 | -1.04 | -0.46 | 0.83 | 1.5 | -0.56 |
Draw Down(%) | NA | 7.1 | 14.2 | 40.6 | 43.9 | 43.9 | 17.1 | 34.9 | 19.8 | 33.1 | 10.7 | 11.3 |
Standard Deviation(%) | NA | 13.8 | 14.2 | 17.8 | 20.4 | 20.2 | 15.0 | 23.0 | 16.3 | 29.7 | 14.2 | 21.1 |
Treynor Ratio | NA | 0.02 | -0.01 | -0.17 | -0.02 | 0.01 | 0.01 | -0.37 | -0.1 | 0.33 | 0.25 | -0.17 |
Alpha | NA | -0.06 | -0.07 | -0.06 | -0.04 | -0.03 | -0.05 | -0.05 | -0.1 | 0.04 | -0.01 | 0.09 |
Beta | NA | 0.74 | 0.83 | 0.67 | 0.73 | 0.73 | 0.73 | 0.65 | 0.77 | 0.75 | 0.85 | 0.7 |
RSquared | NA | 0.38 | 0.47 | 0.42 | 0.58 | 0.58 | 0.41 | 0.46 | 0.39 | 0.77 | 0.56 | 0.56 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/06/2018
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