Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CCLAX (Calvert Conservative Allocation Fd Cl A) | 4.64% | 7.79% | 6.49% | 3.25% | 4.28% | 5.44% | 4.70% | 4.79% |
Data as of 07/03/2025, AR inception is 05/02/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CCLAX (Calvert Conservative Allocation Fd Cl A) | 05/02/2005 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.60 | 7.79 | 6.49 | 3.25 | 4.28 | 5.44 | 4.70 | 4.79 | 4.64 | 5.17 | 10.06 | -14.32 | 3.97 | 9.44 | 15.61 | -2.96 | 9.64 | 5.05 | 0.20 | 6.17 | 9.22 | 10.62 | 4.41 | 8.56 | 16.34 | -16.16 | 5.89 | 6.67 | 2.86 |
| Sharpe Ratio | NA | 0.43 | 0.46 | 0.16 | 0.38 | NA | NA | 0.55 | 0.46 | -0.23 | 0.85 | -1.59 | 0.78 | 0.76 | 3.74 | -0.63 | 4.16 | 1.08 | 0.03 | 1.60 | 1.98 | 2.33 | 0.72 | 1.65 | 2.03 | -1.59 | 0.67 | 0.85 | 0.59 |
| Standard Deviation(%) | NA | 6.95 | 7.56 | 7.22 | 6.96 | NA | NA | 6.45 | 8.20 | 6.10 | 6.91 | 9.92 | 5.02 | 12.01 | 3.80 | 6.82 | 2.17 | 4.49 | 4.99 | 3.86 | 4.65 | 4.57 | 6.09 | 5.14 | 8.02 | 10.72 | 4.37 | 4.03 | 3.31 |
| Draw Down(%) | NA | 6.30 | 10.99 | 21.31 | 21.31 | NA | NA | 23.97 | 6.17 | 3.89 | 7.89 | 18.86 | 3.02 | 17.24 | 1.48 | 6.83 | 0.80 | 3.89 | 5.09 | 2.59 | 4.85 | 3.49 | 4.33 | 3.78 | 9.28 | 21.05 | 2.26 | 3.07 | 2.51 |
| Yield(%) | 0.00 | 2.69 | 3.09 | 2.48 | 3.41 | 4.29 | 3.91 | 3.98 | 0.73 | 3.49 | 3.43 | 1.86 | 1.83 | 1.79 | 4.59 | 4.47 | 3.68 | 3.59 | 5.51 | 5.85 | 4.74 | 4.84 | 4.48 | 2.58 | 3.06 | 4.68 | 5.38 | 3.15 | 0.00 |
Data as of 07/03/2025, AR inception is 05/02/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCLAX (Calvert Conservative Allocation Fd Cl A) |
-4.35%
Feb 2006 - Feb 2009 |
1.37%
Sep 2017 - Sep 2022 |
3.00%
Oct 2013 - Oct 2023 |
3.70%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCLAX (Calvert Conservative Allocation Fd Cl A) |
13.74%
Feb 2009 - Feb 2012 |
11.55%
Feb 2009 - Feb 2014 |
7.90%
Feb 2009 - Feb 2019 |
6.37%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart