Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CSIYX (CALVERT BOND PORTFOLIO CLASS Y) | NA | -20.06% | -6.02% | -2.95% | NA | NA | NA | 1.34% |
Data as of 12/29/2017, AR inception is 11/05/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSIYX (CALVERT BOND PORTFOLIO CLASS Y) | 11/05/2008 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -23.51 | -20.06 | -6.02 | -2.95 | NA | NA | NA | 1.34 | -20.21 | 3.49 | 0.33 | 6.36 | -2.28 | 7.98 | 5.88 | 6.38 | 9.42 | -1.66 |
| Sharpe Ratio | NA | -0.55 | -0.23 | -0.11 | NA | NA | NA | 0.11 | -0.78 | 1.20 | 0.07 | 2.26 | -0.61 | 2.43 | 1.31 | 1.83 | 2.63 | -1.68 |
| Standard Deviation(%) | NA | 37.48 | 27.22 | 28.44 | NA | NA | NA | 10.92 | 26.97 | 2.73 | 4.46 | 2.81 | 3.80 | 3.28 | 4.46 | 3.44 | 3.55 | 6.30 |
| Draw Down(%) | NA | 23.71 | 23.71 | 23.71 | NA | NA | NA | 23.71 | 23.71 | 3.55 | 3.80 | 1.48 | 6.32 | 1.62 | 3.79 | 2.70 | 2.40 | 3.11 |
| Yield(%) | 0.00 | 2.33 | 2.57 | 2.50 | 2.97 | 1.98 | 1.48 | 3.30 | 2.33 | 2.60 | 2.62 | 2.65 | 2.63 | 4.42 | 4.12 | 3.51 | 2.48 | 0.00 |
Data as of 12/29/2017, AR inception is 11/05/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSIYX (CALVERT BOND PORTFOLIO CLASS Y) |
1.41%
Dec 2012 - Dec 2015 |
2.33%
Oct 2012 - Oct 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSIYX (CALVERT BOND PORTFOLIO CLASS Y) |
8.55%
Feb 2009 - Feb 2012 |
6.34%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart