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CWVIX: CALVERT INTERNATIONAL EQUITY FUND CLASS I (MUTUAL FUND)
Basic Info 24.02 0.03(0.13%) April 24
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | (76%) |
Start Date: | 02/28/2001 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 2.22% |
Expenses | 1.89% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/01/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.3 | 0.8 | 2.5 | 0.1 | 7.3 | 4.9 | 7.1 | 4.4 | 3.7 | 15.6 | -19.0 | 12.4 | 17.9 | 31.1 | -11.1 | 21.7 | -3.5 | 0.2 | -6.7 | 23.3 | 18.5 | -13.3 | 6.6 | 22.9 | -46.0 | 2.6 | 27.5 | 11.9 | 18.3 | 30.1 | -12.7 | -17.6 |
Sharpe Ratio | NA | -0.88 | -0.25 | -0.19 | 0.27 | 0.21 | NA | NA | 0.13 | 0.86 | -0.86 | 0.95 | 0.6 | 2.67 | -0.9 | 2.76 | -0.21 | 0.01 | -0.62 | 1.94 | 1.19 | -0.51 | 0.32 | 0.85 | -1.15 | -0.02 | 1.64 | 0.97 | 1.27 | 2.19 | -0.83 | -1.23 |
Draw Down(%) | NA | 5.8 | 16.4 | 33.1 | 33.1 | 33.1 | NA | NA | 64.8 | 16.4 | 31.6 | 7.1 | 30.2 | 6.7 | 19.1 | 2.5 | 11.9 | 14.2 | 12.8 | 9.4 | 14.6 | 25.7 | 16.9 | 28.6 | 56.3 | 14.5 | 15.6 | 8.0 | 12.4 | 14.3 | 24.5 | 29.8 |
Standard Deviation(%) | NA | 12.1 | 12.8 | 17.3 | 19.4 | 16.7 | NA | NA | 19.1 | 13.3 | 23.7 | 13.0 | 29.1 | 11.1 | 13.8 | 7.7 | 17.8 | 15.3 | 10.8 | 12.0 | 15.6 | 26.1 | 20.6 | 26.8 | 40.8 | 20.6 | 14.8 | 10.0 | 13.7 | 13.4 | 16.7 | 18.7 |
Treynor Ratio | NA | -0.1 | -0.03 | -0.03 | 0.05 | 0.04 | NA | NA | 0.03 | 0.12 | -0.19 | 0.13 | 0.19 | 0.3 | -0.12 | 0.22 | -0.04 | 0.0 | -0.08 | 0.27 | 0.21 | -0.14 | 0.07 | 0.26 | -0.49 | 0.0 | 0.24 | 0.11 | 0.2 | 0.33 | -0.17 | -0.24 |
Alpha | NA | -0.04 | -0.03 | -0.01 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | -0.02 | 0.0 | 0.04 | 0.03 | 0.01 | -0.01 | -0.03 | 0.01 | -0.01 | 0.02 | 0.01 | -0.01 | -0.01 | -0.01 | -0.04 | -0.04 | 0.01 | 0.0 | 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 | 0.97 | 0.94 | 1.0 | 1.0 | 0.96 | 0.98 | 0.95 | 0.89 | 0.87 | 0.89 | 0.94 | 0.93 | 0.88 | 0.95 | 1.11 | 1.0 | 0.86 | 0.88 | 0.89 | 0.8 | 0.95 |
RSquared | NA | 0.84 | 0.82 | 0.91 | 0.93 | 0.93 | NA | NA | 0.9 | 0.84 | 0.94 | 0.89 | 0.97 | 0.91 | 0.93 | 0.87 | 0.94 | 0.92 | 0.87 | 0.85 | 0.9 | 0.97 | 0.91 | 0.89 | 0.91 | 0.82 | 0.82 | 0.76 | 0.77 | 0.88 | 0.9 | 0.86 |
Yield(%) | N/A | 0.0 | 1.0 | 3.0 | 2.9 | 2.3 | 3.2 | 3.4 | N/A | 1.1 | 2.0 | 6.6 | 0.5 | 1.5 | 1.2 | 2.0 | 3.1 | 1.6 | 1.1 | 2.0 | 1.8 | 1.4 | 0.6 | 2.0 | 2.2 | 9.3 | 14.5 | 1.3 | 1.6 | 1.3 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -55.8 | 322.8 | 78.6 | -44.4 | N/A | N/A | N/A | -55.8 | -68.7 | 1560.0 | -58.3 | 4.3 | -28.1 | -37.3 | 82.1 | 40.0 | -35.5 | 29.2 | 14.3 | 133.3 | -62.5 | -52.9 | -77.8 | -29.9 | 1212.0 | -10.7 | 55.6 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/01/2001
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