Find A Portfolio/Ticker
Comparison Box
CVMYX: CALVERT EMERGING MARKETS EQUITY FUND CLASS Y (MUTUAL FUND)
Basic Info
Asset Class: | EMERGING MARKET EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/31/2012 |
Last Dividend Date: | 12/27/2016 |
12-Mo. Yield | - |
Expenses | - |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 10/31/2012 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 2.0 | 6.7 | 9.2 | 38.1 | 6.8 | -7.6 | -1.1 | 11.2 | 5.0 |
Sharpe Ratio | NA | 4.21 | 0.72 | 0.63 | 0.68 | 4.2 | 0.4 | -0.47 | -0.09 | 0.89 | 3.42 |
Draw Down(%) | NA | 5.1 | 25.7 | 25.7 | 25.7 | 5.1 | 11.1 | 22.8 | 11.9 | 12.4 | 4.0 |
Standard Deviation(%) | NA | 8.9 | 14.4 | 13.5 | 13.4 | 9.0 | 16.4 | 16.2 | 11.5 | 12.5 | 10.3 |
Treynor Ratio | NA | 0.49 | 0.12 | 0.11 | 0.12 | 0.49 | 0.07 | -0.1 | -0.02 | 0.17 | 0.7 |
Alpha | NA | 0.07 | 0.0 | -0.02 | -0.01 | 0.07 | -0.01 | -0.03 | -0.03 | -0.03 | 0.1 |
Beta | NA | 0.76 | 0.83 | 0.75 | 0.74 | 0.77 | 0.96 | 0.74 | 0.57 | 0.65 | 0.5 |
RSquared | NA | 0.33 | 0.51 | 0.44 | 0.44 | 0.33 | 0.59 | 0.51 | 0.32 | 0.33 | 0.43 |
Yield(%) | N/A | 0.0 | 0.7 | 2.2 | N/A | 0.0 | 0.9 | 1.1 | 3.4 | 5.6 | 0.2 |
Dividend Growth(%) | N/A | -100.0 | N/A | N/A | N/A | -100.0 | -28.6 | -68.2 | -38.9 | 3500.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/31/2012
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See EMERGING MARKET EQUITY Asset Class Trend Rankings |