Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CNVAX (Calvert New Vision Small Cap A) | NA | 11.06% | -4.61% | -2.88% | 0.36% | NA | NA | 1.81% |
Data as of 12/30/2010, AR inception is 01/08/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNVAX (Calvert New Vision Small Cap A) | 01/08/1998 | 12/30/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.06 | -4.61 | -2.88 | 0.36 | NA | NA | 1.81 | 12.11 | 17.13 | -33.90 | -0.42 | 0.00 | -8.79 | 9.03 | 36.91 | -20.76 | 7.64 | 10.21 | 23.03 | -8.82 |
| Sharpe Ratio | NA | 0.44 | -0.16 | -0.15 | -0.06 | NA | NA | -0.01 | 0.49 | 0.59 | -0.82 | -0.18 | -0.18 | -0.71 | 0.60 | 2.11 | -0.90 | 0.25 | 0.25 | 1.36 | -0.71 |
| Standard Deviation(%) | NA | 24.66 | 33.23 | 28.69 | 24.47 | NA | NA | 23.07 | 24.61 | 28.65 | 42.51 | 19.44 | 18.85 | 15.49 | 13.39 | 17.15 | 24.34 | 21.95 | 24.63 | 14.61 | 17.32 |
| Draw Down(%) | NA | 18.68 | 50.30 | 55.93 | 55.93 | NA | NA | 55.93 | 18.68 | 26.86 | 47.72 | 13.55 | 19.82 | 15.45 | 15.16 | 16.97 | 36.96 | 22.25 | 16.75 | 17.47 | 35.36 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.87 | 2.01 | 1.50 | 2.51 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 9.59 | 3.18 | 0.00 | 0.98 | 2.28 | 8.64 | 0.00 | 0.00 |
Data as of 12/30/2010, AR inception is 01/08/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNVAX (Calvert New Vision Small Cap A) |
-19.81%
Feb 2006 - Feb 2009 |
-12.28%
Feb 2004 - Feb 2009 |
-2.26%
Aug 2000 - Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNVAX (Calvert New Vision Small Cap A) |
21.51%
Mar 1999 - Mar 2002 |
14.26%
Mar 1999 - Mar 2004 |
5.30%
Aug 1998 - Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart