Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
CDXBX (Calvert Enhanced Equity B) | NA | 7.63% | 15.00% | 12.17% | 4.82% | NA | NA | 3.14% |
Data as of 06/16/2015, AR inception is 02/15/2001
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
CDXBX (Calvert Enhanced Equity B) | 02/15/2001 | 06/16/2015 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 7.63 | 15.00 | 12.17 | 4.82 | NA | NA | 3.14 | 2.46 | 10.17 | 26.91 | 12.85 | 0.82 | 11.79 | 27.78 | -39.18 | -2.48 | 11.51 | 3.94 | 8.42 | 22.59 | -18.53 | -11.05 |
Sharpe Ratio | NA | 0.72 | 1.37 | 0.84 | 0.19 | NA | NA | 0.10 | 0.55 | 0.94 | 2.54 | 1.06 | 0.04 | 0.64 | 0.98 | -0.97 | -0.34 | 0.77 | 0.17 | 0.67 | 1.29 | -0.77 | -0.74 |
Standard Deviation(%) | NA | 10.62 | 10.91 | 14.48 | 20.46 | NA | NA | 19.87 | 10.05 | 10.76 | 10.60 | 12.21 | 22.31 | 18.26 | 28.14 | 41.27 | 16.01 | 10.72 | 10.54 | 11.11 | 16.92 | 25.39 | 20.35 |
Draw Down(%) | NA | 7.26 | 7.26 | 17.73 | 58.50 | NA | NA | 58.50 | 3.71 | 7.26 | 4.93 | 9.83 | 17.73 | 15.32 | 28.28 | 49.32 | 12.39 | 8.71 | 6.93 | 7.59 | 14.04 | 31.06 | 25.87 |
Yield(%) | 0.00 | 6.47 | 6.60 | 4.62 | 3.27 | 2.10 | 1.58 | 2.25 | 0.00 | 6.85 | 10.41 | 0.17 | 0.00 | 0.19 | 0.00 | 0.00 | 5.87 | 4.75 | 3.30 | 0.00 | 0.00 | 0.00 | 0.03 |
Data as of 06/16/2015, AR inception is 02/15/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
CDXBX (Calvert Enhanced Equity B) |
-19.30%
Feb 2006 - Feb 2009 |
-10.02%
Feb 2004 - Feb 2009 |
0.70%
Dec 2001 - Dec 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
CDXBX (Calvert Enhanced Equity B) |
24.04%
Feb 2009 - Feb 2012 |
20.69%
Feb 2009 - Feb 2014 |
5.59%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart