Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CICRX (CALVERT INCOME FUND CLASS R) | NA | 6.09% | 3.11% | 2.53% | 3.11% | NA | NA | … | … |
Data as of 12/29/2017, Common starting date is 11/02/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CICRX (CALVERT INCOME FUND CLASS R) | 11/02/2006 | 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 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.09 | 3.11 | 2.53 | 3.11 | NA | NA | … | … | 5.83 | 4.84 | -1.43 | 4.44 | -0.79 | 8.36 | 2.44 | 5.88 | 16.15 | -12.21 | 4.70 | -0.24 |
| Sharpe Ratio | NA | 1.85 | 0.73 | 0.63 | 0.76 | NA | NA | … | … | 1.77 | 1.18 | -0.32 | 1.54 | -0.22 | 2.66 | 0.55 | 1.99 | 4.06 | -2.63 | 0.53 | -1.69 |
| Standard Deviation(%) | NA | 2.95 | 3.86 | 3.67 | 3.84 | NA | NA | … | … | 2.95 | 3.91 | 4.56 | 2.87 | 3.78 | 3.15 | 4.40 | 2.90 | 3.96 | 4.99 | 3.16 | 2.93 |
| Draw Down(%) | NA | 1.59 | 4.42 | 6.06 | 14.83 | NA | NA | … | … | 1.59 | 4.42 | 4.26 | 1.75 | 6.06 | 1.92 | 4.65 | 1.98 | 2.69 | 14.78 | 2.10 | 1.06 |
| Yield(%) | 0.00 | 2.38 | 2.51 | 2.43 | 2.84 | 2.25 | 1.69 | … | … | 2.38 | 2.57 | 2.48 | 2.50 | 2.52 | 3.09 | 3.12 | 2.87 | 3.81 | 4.34 | 5.78 | 0.00 |
Data as of 12/29/2017, Common starting date is 11/02/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CICRX (CALVERT INCOME FUND CLASS R) |
0.71%
Dec 2012 – Dec 2015 |
2.46%
Nov 2012 – Nov 2017 |
2.97%
Feb 2007 – Feb 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CICRX (CALVERT INCOME FUND CLASS R) |
9.29%
Feb 2009 – Feb 2012 |
7.09%
Feb 2009 – Feb 2014 |
3.34%
Aug 2007 – Aug 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart