Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CEYIX (CALVERT EQUITY PORTFOLIO CLASS I) | -8.42% | -5.80% | 6.41% | 5.59% | 12.82% | 12.25% | 10.53% | … | … |
Data as of 06/04/2026, Common starting date is 02/14/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CEYIX (CALVERT EQUITY PORTFOLIO CLASS I) | 02/14/2001 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 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 (%) | -0.03 | -5.80 | 6.41 | 5.59 | 12.82 | 12.25 | 10.53 | … | … | -8.42 | 7.47 | 8.62 | 18.22 | -15.11 | 33.52 | 27.59 | 36.79 | 5.41 | 26.23 | 2.84 | 4.26 | 11.61 | 31.17 | 16.15 | -1.71 | 17.94 | 34.21 | -35.08 | 10.60 | 10.77 | 4.74 | 7.33 | 23.00 | -14.60 | -3.24 |
| Sharpe Ratio | NA | -0.58 | 0.26 | 0.20 | 0.66 | NA | NA | … | … | -1.50 | 0.30 | 0.46 | 1.12 | -0.68 | 2.50 | 0.85 | 2.87 | 0.25 | 3.87 | 0.21 | 0.29 | 1.00 | 2.78 | 1.16 | -0.07 | 1.00 | 1.28 | -0.92 | 0.50 | 0.69 | 0.23 | 0.54 | 1.29 | -0.65 | -0.30 |
| Standard Deviation(%) | NA | 12.31 | 13.25 | 16.10 | 17.10 | NA | NA | … | … | 14.19 | 15.61 | 10.90 | 13.08 | 24.31 | 13.37 | 31.84 | 12.31 | 16.25 | 6.64 | 12.31 | 14.85 | 11.54 | 11.18 | 14.04 | 24.82 | 17.85 | 26.69 | 38.97 | 14.84 | 10.63 | 10.85 | 11.69 | 17.31 | 24.31 | 19.93 |
| Draw Down(%) | NA | 14.06 | 14.84 | 25.57 | 30.48 | NA | NA | … | … | 14.06 | 14.84 | 5.49 | 11.99 | 25.42 | 5.82 | 30.48 | 5.10 | 14.24 | 2.61 | 9.22 | 11.39 | 6.36 | 5.05 | 11.43 | 20.45 | 15.59 | 24.62 | 45.20 | 7.78 | 8.29 | 6.68 | 8.19 | 14.64 | 28.22 | 23.44 |
| Yield(%) | 0.00 | 15.94 | 9.63 | 8.08 | 11.24 | 11.83 | 10.50 | … | … | 0.00 | 16.74 | 7.56 | 1.93 | 4.75 | 7.93 | 5.79 | 3.55 | 7.59 | 8.61 | 9.87 | 19.69 | 9.70 | 5.21 | 0.26 | 4.38 | 0.08 | 0.44 | 4.82 | 6.29 | 4.32 | 1.69 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/04/2026, Common starting date is 02/14/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEYIX (CALVERT EQUITY PORTFOLIO CLASS I) |
-12.96%
Feb 2006 – Feb 2009 |
-5.59%
Feb 2004 – Feb 2009 |
3.87%
Dec 2001 – Dec 2011 |
6.36%
Apr 2001 – Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEYIX (CALVERT EQUITY PORTFOLIO CLASS I) |
32.58%
Dec 2018 – Dec 2021 |
25.40%
Dec 2016 – Dec 2021 |
18.91%
Dec 2011 – Dec 2021 |
17.26%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart