Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 08/22/2016.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr Ar | 15Yr Ar | 20Yr Ar |
|---|---|---|---|---|---|---|---|
| CMIFX (CALVERT LARGE CAP CORE PORTFOLIO CLASS A) | NA | 3.61% | 4.98% | 11.82% | 4.63% | 4.42% | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMIFX (CALVERT LARGE CAP CORE PORTFOLIO CLASS A) | 04/15/1998 | 08/22/2016 |
The return data shown below all have the same latest date: 08/22/2016.
AR inception is since 04/15/1998.
AR inception is since 04/15/1998.
| 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 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.61 | 4.98 | 11.82 | 4.63 | 4.42 | NA | 4.19 | 0.06 | -22.37 | 5.14 | 18.17 | 13.41 | 1.42 | 12.45 | 28.62 | -39.57 | -7.45 | 7.65 | 1.42 | 9.05 | 23.82 | -17.52 | -10.21 | -4.98 | 17.07 | 9.73 |
| Sharpe Ratio | NA | 0.07 | 39.01 | 85.76 | 19.61 | NA | NA | 14.07 | -0.68 | -171.53 | -112.61 | -2.65 | -42.44 | -77.18 | -33.60 | 35.58 | -142.87 | -179.93 | -125.66 | -178.92 | -94.74 | 26.75 | -146.98 | -155.87 | -308.63 | 237.10 | 291.66 |
| Standard Deviation(%) | NA | 15.30 | 12.63 | 13.72 | 20.77 | NA | NA | 19.82 | 13.71 | 23.84 | 11.87 | 13.53 | 12.22 | 22.16 | 18.29 | 28.16 | 41.25 | 16.45 | 11.74 | 10.95 | 11.13 | 16.90 | 25.37 | 20.50 | 23.86 | 17.74 | 21.83 |
| Draw Down(%) | NA | 14.52 | 18.70 | 18.70 | 57.75 | NA | NA | 57.75 | 10.70 | 26.29 | 9.64 | 9.42 | 9.63 | 17.61 | 15.28 | 28.09 | 48.81 | 14.11 | 8.66 | 6.80 | 7.19 | 13.90 | 30.53 | 27.69 | 16.36 | 11.96 | 20.62 |
| Yield(%) | 0.00 | 19.93 | 11.49 | 10.62 | 5.48 | 4.57 | 3.78 | 4.19 | 0.00 | 18.51 | 6.73 | 10.09 | 0.96 | 0.77 | 0.55 | 0.94 | 0.99 | 5.97 | 4.90 | 3.44 | 0.42 | 0.00 | 0.38 | 0.03 | 0.71 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMIFX (CALVERT LARGE CAP CORE PORTFOLIO CLASS A) |
-18.51%
Feb 2006 - Feb 2009 |
-9.15%
Feb 2004 - Feb 2009 |
-4.00%
Feb 1999 - Feb 2009 |
2.78%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMIFX (CALVERT LARGE CAP CORE PORTFOLIO CLASS A) |
25.62%
Feb 2009 - Feb 2012 |
22.32%
Feb 2009 - Feb 2014 |
6.76%
Mar 2003 - Mar 2013 |
5.07%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison Chart