Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMICX (CALVERT LARGE CAP CORE PORTFOLIO CLASS C) | NA | -5.54% | 4.20% | 10.91% | 3.77% | 3.42% | NA | … | … |
Data as of 08/19/2016, Common starting date is 02/15/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMICX (CALVERT LARGE CAP CORE PORTFOLIO CLASS C) | 02/15/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.54 | 4.20 | 10.91 | 3.77 | 3.42 | NA | … | … | -0.38 | -4.86 | 10.89 | 27.81 | 13.41 | 1.28 | 12.00 | 28.39 | -39.08 | -2.40 | 11.61 | 3.93 | 8.46 | 22.60 | -18.59 | -11.01 |
| Sharpe Ratio | NA | -0.36 | 0.33 | 0.79 | 0.15 | NA | NA | … | … | -0.06 | -0.34 | 1.01 | 2.61 | 1.11 | 0.06 | 0.65 | 1.00 | -0.97 | -0.35 | 0.76 | 0.16 | 0.67 | 1.30 | -0.78 | -0.74 |
| Standard Deviation(%) | NA | 15.74 | 12.67 | 13.74 | 20.77 | NA | NA | … | … | 13.78 | 14.57 | 10.80 | 10.66 | 12.17 | 22.15 | 18.28 | 28.18 | 41.19 | 15.94 | 10.80 | 10.58 | 11.15 | 16.89 | 25.30 | 20.36 |
| Draw Down(%) | NA | 15.40 | 19.16 | 19.16 | 58.40 | NA | NA | … | … | 10.78 | 13.61 | 7.05 | 4.89 | 9.76 | 17.64 | 15.48 | 28.28 | 49.23 | 12.32 | 8.78 | 6.96 | 7.57 | 14.00 | 31.02 | 25.90 |
| Yield(%) | 0.00 | 19.89 | 11.92 | 10.63 | 5.22 | 4.09 | 2.73 | … | … | 0.00 | 20.00 | 6.63 | 10.17 | 0.16 | 0.00 | 0.00 | 0.00 | 0.14 | 5.84 | 4.74 | 3.29 | 0.00 | 0.00 | 0.00 | 0.03 |
Data as of 08/19/2016, Common starting date is 02/15/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMICX (CALVERT LARGE CAP CORE PORTFOLIO CLASS C) |
-19.19%
Feb 2006 – Feb 2009 |
-9.93%
Feb 2004 – Feb 2009 |
0.84%
Dec 2001 – Dec 2011 |
3.19%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMICX (CALVERT LARGE CAP CORE PORTFOLIO CLASS C) |
24.48%
Feb 2009 – Feb 2012 |
21.23%
Feb 2009 – Feb 2014 |
5.82%
Mar 2003 – Mar 2013 |
3.59%
Mar 2001 – Mar 2016 |
Annualized Rolling Returns Comparison Chart