Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/30/2010.
Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
---|---|---|---|---|---|---|---|---|
CNVCX (Calvert New Vision Small Cap C) | 0.83% | NA | 10.11% | -5.57% | -3.79% | -0.56% | NA | NA |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
CNVCX (Calvert New Vision Small Cap C) | 01/08/1998 | 12/30/2010 |
The return data shown below all have the same latest date: 12/30/2010.
AR inception is since 01/08/1998.
AR inception is since 01/08/1998.
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 | 10.11 | -5.57 | -3.79 | -0.56 | NA | NA | 0.83 | 11.08 | 15.93 | -34.61 | -1.26 | -0.86 | -9.45 | 8.16 | 35.67 | -21.66 | 6.71 | 9.36 | 22.09 | -9.64 |
Sharpe Ratio | NA | 0.41 | -0.19 | -0.18 | -0.10 | NA | NA | -0.05 | 0.45 | 0.55 | -0.83 | -0.22 | -0.22 | -0.75 | 0.54 | 2.04 | -0.93 | 0.20 | 0.22 | 1.30 | -0.76 |
Standard Deviation(%) | NA | 24.69 | 33.25 | 28.71 | 24.48 | NA | NA | 23.07 | 24.64 | 28.69 | 42.48 | 19.44 | 18.87 | 15.48 | 13.39 | 17.13 | 24.35 | 21.97 | 24.58 | 14.56 | 17.31 |
Draw Down(%) | NA | 18.78 | 50.96 | 57.13 | 57.13 | NA | NA | 57.13 | 18.78 | 27.03 | 48.19 | 13.88 | 20.01 | 15.98 | 15.41 | 17.07 | 37.20 | 22.48 | 17.11 | 17.53 | 35.67 |
Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.89 | 1.99 | 1.49 | 2.49 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 10.24 | 3.36 | 0.00 | 0.76 | 2.35 | 8.81 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
CNVCX (Calvert New Vision Small Cap C) |
-20.58%
Feb 2006 - Feb 2009 |
-13.06%
Feb 2004 - Feb 2009 |
-3.15%
Aug 2000 - Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
CNVCX (Calvert New Vision Small Cap C) |
20.49%
Mar 1999 - Mar 2002 |
13.24%
Mar 1999 - Mar 2004 |
4.38%
Aug 1998 - Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart