Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CIEYX (CALVERT EQUITY PORTFOLIO CLASS Y) | NA | -26.11% | -7.84% | 2.95% | NA | NA | NA | … | … |
Data as of 12/29/2017, Common starting date is 11/05/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CIEYX (CALVERT EQUITY PORTFOLIO CLASS Y) | 11/05/2008 | 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 (%) | -40.72 | -26.11 | -7.84 | 2.95 | NA | NA | NA | … | … | -25.68 | 2.62 | 4.00 | 11.36 | 30.96 | 15.96 | -1.88 | 17.57 | 33.85 | -14.66 |
| Sharpe Ratio | NA | -0.51 | -0.25 | 0.12 | NA | NA | NA | … | … | -0.50 | 0.20 | 0.27 | 0.98 | 2.77 | 1.14 | -0.08 | 0.98 | 1.26 | -1.12 |
| Standard Deviation(%) | NA | 52.78 | 32.40 | 26.13 | NA | NA | NA | … | … | 52.88 | 12.30 | 14.84 | 11.54 | 11.18 | 14.05 | 24.84 | 17.83 | 26.74 | 58.32 |
| Draw Down(%) | NA | 40.81 | 40.81 | 40.81 | NA | NA | NA | … | … | 40.81 | 9.23 | 11.39 | 6.37 | 5.06 | 11.46 | 20.48 | 15.70 | 24.67 | 20.58 |
| Yield(%) | 0.00 | 0.00 | 9.89 | 11.19 | 8.79 | 5.86 | 4.40 | … | … | 0.00 | 10.68 | 21.14 | 10.21 | 5.39 | 0.24 | 4.64 | 0.00 | 0.05 | 0.00 |
Data as of 12/29/2017, Common starting date is 11/05/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIEYX (CALVERT EQUITY PORTFOLIO CLASS Y) |
5.92%
Dec 2013 – Dec 2016 |
9.16%
Feb 2011 – Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIEYX (CALVERT EQUITY PORTFOLIO CLASS Y) |
26.59%
Feb 2009 – Feb 2012 |
22.80%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart