Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CLVYX (CALVERT GLOBAL VALUE FUND CLASS Y) | NA | -9.81% | 3.06% | 10.67% | 2.00% | 2.19% | NA | … | … |
Data as of 08/19/2016, Common starting date is 08/18/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLVYX (CALVERT GLOBAL VALUE FUND CLASS Y) | 08/18/2000 | 08/19/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.81 | 3.06 | 10.67 | 2.00 | 2.19 | NA | … | … | -2.58 | -7.80 | 8.67 | 32.00 | 16.62 | -1.99 | 11.25 | 25.15 | -39.29 | -7.30 | 16.63 | -3.70 | 7.79 | 34.89 | -23.79 | 2.13 | 11.80 |
| Sharpe Ratio | NA | -0.59 | 0.22 | 0.72 | 0.06 | NA | NA | … | … | -0.28 | -0.50 | 0.78 | 2.85 | 1.29 | -0.09 | 0.63 | 0.85 | -0.95 | -0.60 | 1.19 | -0.41 | 0.55 | 1.97 | -0.97 | -0.01 | 2.06 |
| Standard Deviation(%) | NA | 16.98 | 13.52 | 14.81 | 21.82 | NA | NA | … | … | 14.85 | 15.59 | 11.08 | 11.22 | 12.98 | 23.71 | 17.62 | 29.37 | 42.18 | 17.19 | 11.27 | 14.32 | 12.45 | 17.39 | 25.57 | 17.08 | 15.31 |
| Draw Down(%) | NA | 16.73 | 20.45 | 20.45 | 63.27 | NA | NA | … | … | 10.05 | 15.64 | 8.47 | 5.22 | 10.79 | 20.82 | 16.48 | 31.24 | 50.51 | 15.62 | 7.11 | 11.25 | 6.65 | 15.05 | 38.52 | 15.62 | 6.04 |
| Yield(%) | 0.00 | 11.13 | 7.41 | 7.37 | 3.19 | 2.67 | 2.43 | … | … | 2.04 | 9.42 | 7.77 | 1.52 | 2.09 | 1.79 | 1.47 | 2.10 | 1.81 | 1.61 | 1.72 | 1.11 | 1.42 | 1.95 | 1.42 | 1.59 | 1.29 |
Data as of 08/19/2016, Common starting date is 08/18/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLVYX (CALVERT GLOBAL VALUE FUND CLASS Y) |
-20.68%
Feb 2006 – Feb 2009 |
-12.28%
Feb 2004 – Feb 2009 |
-1.14%
Sep 2001 – Sep 2011 |
2.08%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLVYX (CALVERT GLOBAL VALUE FUND CLASS Y) |
23.18%
Feb 2009 – Feb 2012 |
21.83%
Feb 2009 – Feb 2014 |
5.31%
Mar 2003 – Mar 2013 |
3.37%
Oct 2000 – Oct 2015 |
Annualized Rolling Returns Comparison Chart