Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMIIX (CALVERT LARGE CAP CORE PORTFOLIO CLASS I) | NA | -4.55% | 5.45% | 12.02% | 3.48% | NA | NA | … | … |
Data as of 08/19/2016, Common starting date is 05/19/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMIIX (CALVERT LARGE CAP CORE PORTFOLIO CLASS I) | 05/19/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.55 | 5.45 | 12.02 | 3.48 | NA | NA | … | … | 0.32 | -3.81 | 12.35 | 29.48 | 15.01 | 1.40 | 12.55 | 29.03 | -39.48 | -7.07 | 8.01 | 2.59 |
| Sharpe Ratio | NA | -0.30 | 0.43 | 0.87 | 0.14 | NA | NA | … | … | 0.02 | -0.26 | 1.15 | 2.77 | 1.24 | 0.06 | 0.68 | 1.03 | -0.98 | -0.63 | 0.40 | 0.16 |
| Standard Deviation(%) | NA | 15.71 | 12.63 | 13.72 | 20.86 | NA | NA | … | … | 13.77 | 14.52 | 10.75 | 10.63 | 12.19 | 22.15 | 18.32 | 28.16 | 41.29 | 16.36 | 11.66 | 10.54 |
| Draw Down(%) | NA | 14.99 | 18.51 | 18.51 | 60.73 | NA | NA | … | … | 10.65 | 13.22 | 6.80 | 4.80 | 9.53 | 17.53 | 15.17 | 28.04 | 48.58 | 13.86 | 8.59 | 6.13 |
| Yield(%) | 0.00 | 17.80 | 11.53 | 10.58 | 4.22 | 2.96 | 2.22 | … | … | 0.00 | 18.04 | 6.97 | 10.54 | 1.34 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/19/2016, Common starting date is 05/19/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMIIX (CALVERT LARGE CAP CORE PORTFOLIO CLASS I) |
-21.54%
Feb 2006 – Feb 2009 |
-5.54%
Aug 2005 – Aug 2010 |
2.83%
Feb 2006 – Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMIIX (CALVERT LARGE CAP CORE PORTFOLIO CLASS I) |
24.94%
Feb 2009 – Feb 2012 |
22.16%
Feb 2009 – Feb 2014 |
4.65%
Jun 2005 – Jun 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart