Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CFWYX (CALVERT GLOBAL WATER FUND CLASS Y) | NA | -17.96% | -6.72% | 0.48% | NA | NA | NA | … | … |
Data as of 12/29/2017, Common starting date is 10/02/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CFWYX (CALVERT GLOBAL WATER FUND CLASS Y) | 10/02/2008 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -30.05 | -17.96 | -6.72 | 0.48 | NA | NA | NA | … | … | -17.87 | 14.29 | -12.46 | -3.41 | 29.07 | 27.49 | -9.69 | 13.91 | 28.88 | -20.07 |
| Sharpe Ratio | NA | -0.51 | -0.28 | 0.03 | NA | NA | NA | … | … | -0.51 | 0.90 | -0.80 | -0.27 | 2.54 | 1.77 | -0.40 | 0.74 | 1.14 | -0.92 |
| Standard Deviation(%) | NA | 36.54 | 24.62 | 20.57 | NA | NA | NA | … | … | 36.61 | 15.53 | 15.66 | 12.78 | 11.41 | 15.61 | 24.06 | 18.71 | 25.14 | 65.42 |
| Draw Down(%) | NA | 30.98 | 30.98 | 30.98 | NA | NA | NA | … | … | 30.98 | 10.80 | 20.72 | 15.20 | 10.33 | 13.49 | 21.27 | 15.85 | 26.82 | 35.33 |
| Yield(%) | 0.00 | 0.00 | 0.09 | 3.25 | 3.94 | 2.63 | 1.97 | … | … | 0.00 | 0.00 | 0.29 | 6.51 | 8.08 | 5.95 | 9.61 | 3.67 | 2.04 | 0.00 |
Data as of 12/29/2017, Common starting date is 10/02/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFWYX (CALVERT GLOBAL WATER FUND CLASS Y) |
-1.13%
Dec 2013 – Dec 2016 |
3.53%
Jan 2011 – Jan 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFWYX (CALVERT GLOBAL WATER FUND CLASS Y) |
21.83%
Feb 2009 – Feb 2012 |
21.85%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart