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CWVGX: CALVERT INTERNATIONAL EQUITY FUND CLASS A (MUTUAL FUND)
Basic Info 22.28 0.31(1.41%) April 23
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | (35%) |
Start Date: | 06/21/1996 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 2.16% |
Expenses | 1.89% |
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Performance Analytics (As of 04/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/21/1996 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.1 | 0.6 | 2.5 | -0.1 | 7.1 | 4.6 | 6.7 | 3.9 | 3.6 | 15.4 | -19.2 | 12.1 | 17.6 | 30.7 | -11.5 | 21.3 | -3.8 | -0.3 | -7.3 | 22.4 | 17.6 | -13.9 | 5.8 | 21.7 | -46.4 | 2.0 | 26.6 | 11.1 | 17.3 | 29.0 | -12.4 | -23.8 | -17.8 | 30.1 | 16.1 | 6.6 | 6.2 |
Sharpe Ratio | NA | -0.91 | -0.27 | -0.2 | 0.26 | 0.19 | NA | NA | 0.11 | 0.84 | -0.87 | 0.93 | 0.6 | 2.62 | -0.92 | 2.7 | -0.23 | -0.02 | -0.68 | 1.86 | 1.13 | -0.54 | 0.28 | 0.81 | -1.16 | -0.05 | 1.58 | 0.89 | 1.19 | 2.12 | -0.81 | -1.49 | -1.26 | 2.03 | 0.64 | 0.23 | 1.19 |
Draw Down(%) | NA | 5.9 | 16.5 | 33.3 | 33.3 | 33.3 | NA | NA | 65.2 | 16.5 | 31.7 | 7.1 | 30.2 | 6.7 | 19.4 | 2.5 | 12.0 | 14.3 | 13.0 | 9.4 | 14.7 | 26.0 | 17.0 | 28.7 | 56.5 | 14.6 | 15.7 | 8.1 | 12.6 | 14.4 | 24.5 | 36.3 | 21.3 | 8.1 | 28.2 | 13.2 | 4.5 |
Standard Deviation(%) | NA | 12.1 | 12.7 | 17.3 | 19.4 | 16.7 | NA | NA | 18.5 | 13.3 | 23.7 | 12.9 | 29.1 | 11.2 | 13.8 | 7.7 | 17.8 | 15.3 | 10.8 | 12.0 | 15.7 | 26.0 | 20.5 | 26.8 | 40.8 | 20.6 | 14.8 | 10.1 | 13.8 | 13.3 | 16.7 | 17.8 | 17.4 | 13.3 | 20.0 | 13.1 | 7.3 |
Treynor Ratio | NA | -0.1 | -0.04 | -0.03 | 0.05 | 0.03 | NA | NA | 0.02 | 0.12 | -0.19 | 0.13 | 0.19 | 0.29 | -0.13 | 0.22 | -0.04 | 0.0 | -0.08 | 0.26 | 0.2 | -0.15 | 0.06 | 0.25 | -0.5 | -0.01 | 0.23 | 0.1 | 0.18 | 0.32 | -0.17 | -0.28 | -0.21 | 0.29 | 0.13 | 0.04 | 0.11 |
Alpha | NA | -0.05 | -0.03 | -0.01 | 0.0 | 0.0 | NA | NA | -0.01 | -0.01 | -0.02 | 0.0 | 0.03 | 0.03 | 0.01 | -0.01 | -0.03 | 0.01 | -0.01 | 0.02 | 0.01 | -0.01 | -0.01 | -0.02 | -0.04 | -0.04 | 0.01 | 0.0 | 0.0 | -0.01 | 0.0 | -0.02 | -0.01 | 0.01 | -0.01 | 0.01 | 0.02 |
Beta | NA | 1.06 | 0.96 | 1.03 | 0.98 | 0.97 | NA | NA | 0.94 | 0.94 | 1.07 | 0.96 | 0.93 | 1.0 | 1.0 | 0.96 | 0.98 | 0.95 | 0.9 | 0.87 | 0.89 | 0.94 | 0.93 | 0.88 | 0.95 | 1.11 | 1.0 | 0.86 | 0.89 | 0.89 | 0.8 | 0.95 | 1.04 | 0.93 | 0.98 | 0.77 | 0.77 |
RSquared | NA | 0.84 | 0.82 | 0.91 | 0.93 | 0.93 | NA | NA | 0.89 | 0.85 | 0.94 | 0.89 | 0.97 | 0.91 | 0.93 | 0.87 | 0.94 | 0.92 | 0.87 | 0.84 | 0.9 | 0.97 | 0.91 | 0.89 | 0.91 | 0.82 | 0.82 | 0.76 | 0.77 | 0.88 | 0.91 | 0.86 | 0.77 | 0.8 | 0.89 | 0.8 | 0.79 |
Yield(%) | N/A | 0.0 | 0.8 | 3.0 | 2.8 | 2.1 | 2.6 | 3.0 | N/A | 0.9 | 1.9 | 6.8 | 0.2 | 1.2 | 1.0 | 1.8 | 2.6 | 0.9 | 0.6 | 0.7 | 0.9 | 1.0 | 0.3 | 0.9 | 1.9 | 9.2 | 14.5 | 0.9 | 0.7 | 1.3 | 1.2 | 0.4 | 5.4 | 4.6 | 8.7 | 7.6 | 2.6 |
Dividend Growth(%) | N/A | -100.0 | -61.7 | 448.8 | 129.6 | -45.1 | N/A | N/A | N/A | -61.7 | -70.6 | 3900.0 | -78.9 | 5.6 | -30.8 | -35.0 | 185.7 | 40.0 | 0.0 | -9.1 | -26.7 | 275.0 | -60.0 | -75.0 | -81.6 | -30.7 | 1741.2 | 54.5 | -35.3 | -5.6 | 125.0 | -94.2 | 43.8 | -41.5 | 13.9 | 206.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/21/1996
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