Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CLVAX (CALVERT GLOBAL VALUE FUND CLASS A) | NA | -10.01% | 2.79% | 10.38% | 1.77% | 1.97% | NA | 5.48% |
Data as of 08/19/2016, AR inception is 08/18/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLVAX (CALVERT GLOBAL VALUE FUND CLASS A) | 08/18/2000 | 08/19/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.01 | 2.79 | 10.38 | 1.77 | 1.97 | NA | 5.48 | -2.69 | -8.06 | 8.38 | 31.66 | 16.31 | -2.23 | 11.05 | 24.82 | -39.35 | -7.50 | 16.39 | -3.92 | 7.73 | 34.79 | -24.20 | 1.94 | 65.66 |
| Sharpe Ratio | NA | -0.60 | 0.20 | 0.70 | 0.05 | NA | NA | 0.20 | -0.30 | -0.52 | 0.75 | 2.82 | 1.26 | -0.10 | 0.62 | 0.84 | -0.95 | -0.61 | 1.18 | -0.43 | 0.56 | 1.99 | -0.98 | -0.02 | 4.32 |
| Standard Deviation(%) | NA | 16.98 | 13.52 | 14.81 | 21.83 | NA | NA | 21.83 | 14.85 | 15.59 | 11.09 | 11.23 | 13.00 | 23.70 | 17.64 | 29.38 | 42.16 | 17.26 | 11.17 | 14.14 | 12.09 | 17.16 | 25.78 | 17.11 | 68.09 |
| Draw Down(%) | NA | 16.84 | 20.59 | 20.59 | 63.36 | NA | NA | 63.36 | 10.07 | 15.70 | 8.48 | 5.24 | 10.84 | 20.89 | 16.47 | 31.25 | 50.60 | 15.67 | 7.12 | 11.22 | 6.53 | 15.24 | 38.85 | 15.73 | 6.07 |
| Yield(%) | 0.00 | 10.77 | 6.98 | 6.78 | 2.86 | 2.45 | 2.23 | 2.79 | 1.93 | 9.13 | 7.38 | 0.87 | 1.44 | 1.40 | 1.07 | 1.14 | 1.58 | 1.30 | 1.53 | 1.01 | 2.72 | 1.83 | 1.40 | 1.57 | 1.27 |
Data as of 08/19/2016, AR inception is 08/18/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLVAX (CALVERT GLOBAL VALUE FUND CLASS A) |
-20.83%
Feb 2006 - Feb 2009 |
-12.43%
Feb 2004 - Feb 2009 |
-1.34%
Sep 2001 - Sep 2011 |
1.86%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLVAX (CALVERT GLOBAL VALUE FUND CLASS A) |
22.90%
Feb 2009 - Feb 2012 |
21.54%
Feb 2009 - Feb 2014 |
5.12%
Mar 2003 - Mar 2013 |
3.14%
Oct 2000 - Oct 2015 |
Annualized Rolling Returns Comparison Chart