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CWEYX: CALVERT INTERNATIONAL EQUITY FUND CLASS Y (MUTUAL FUND)
Basic Info
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | Not Rated |
Start Date: | 11/05/2008 |
Last Dividend Date: | 12/27/2016 |
12-Mo. Yield | 0.00% |
Expenses | 1.41% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 11/05/2008 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | -1.9 | -0.7 | 4.9 | 9.3 | -3.7 | 0.1 | -7.0 | 22.9 | 18.0 | -13.6 | 6.4 | 22.3 | -2.8 |
Sharpe Ratio | NA | 0.78 | 0.06 | 0.28 | 0.25 | 0.75 | -0.22 | 0.0 | -0.65 | 1.92 | 1.16 | -0.52 | 0.31 | 0.83 | -0.33 |
Draw Down(%) | NA | 8.8 | 21.4 | 21.4 | 28.8 | 8.8 | 11.9 | 14.2 | 12.9 | 9.4 | 14.6 | 25.8 | 16.9 | 28.7 | 20.5 |
Standard Deviation(%) | NA | 11.7 | 15.2 | 13.8 | 19.3 | 11.7 | 17.9 | 15.3 | 10.8 | 11.9 | 15.6 | 26.1 | 20.5 | 26.8 | 52.4 |
Treynor Ratio | NA | 0.1 | 0.01 | 0.04 | 0.05 | 0.09 | -0.04 | 0.0 | -0.08 | 0.27 | 0.2 | -0.14 | 0.07 | 0.25 | -0.19 |
Alpha | NA | -0.05 | -0.02 | -0.01 | -0.01 | -0.05 | -0.03 | 0.01 | -0.01 | 0.02 | 0.01 | -0.01 | -0.01 | -0.01 | -0.03 |
Beta | NA | 0.95 | 0.97 | 0.94 | 0.92 | 0.95 | 0.98 | 0.96 | 0.9 | 0.86 | 0.89 | 0.94 | 0.93 | 0.88 | 0.91 |
RSquared | NA | 0.38 | 0.83 | 0.83 | 0.89 | 0.38 | 0.94 | 0.92 | 0.87 | 0.84 | 0.9 | 0.97 | 0.92 | 0.88 | 0.89 |
Yield(%) | N/A | 0.0 | 1.6 | 1.3 | N/A | 0.0 | 2.8 | 1.4 | 0.7 | 1.2 | 1.2 | 1.0 | 0.1 | 0.5 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 141.2 | N/A | N/A | -100.0 | 91.7 | 100.0 | -33.3 | 12.5 | 6.7 | 650.0 | -66.7 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/05/2008
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