Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CSVIX (CALVERT SMALL CAP FUND CLASS I) | -0.87% | 9.12% | 7.38% | 8.22% | 7.05% | 10.52% | 7.48% | 7.57% |
Data as of 07/01/2025, AR inception is 06/10/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSVIX (CALVERT SMALL CAP FUND CLASS I) | 06/10/2005 | 07/01/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.52 | 9.12 | 7.38 | 8.22 | 7.05 | 10.52 | 7.48 | 7.57 | -0.87 | 10.96 | 11.74 | -16.99 | 12.18 | 14.95 | 26.31 | -6.62 | 13.91 | 20.56 | -0.64 | 7.73 | 41.91 | 16.16 | -4.25 | 24.07 | 21.63 | -33.22 | -2.07 | 20.96 | 0.13 |
| Sharpe Ratio | NA | 0.19 | 0.18 | 0.34 | 0.27 | NA | NA | 0.29 | -0.29 | 0.27 | 0.47 | -0.74 | 0.66 | 0.39 | 1.93 | -0.51 | 1.26 | 1.18 | -0.04 | 0.57 | 3.08 | 1.00 | -0.13 | 1.04 | 0.68 | -0.82 | -0.29 | 1.33 | -0.17 |
| Standard Deviation(%) | NA | 20.72 | 18.75 | 19.58 | 20.27 | NA | NA | 21.95 | 23.31 | 16.34 | 15.97 | 24.78 | 18.45 | 37.42 | 12.87 | 15.65 | 10.55 | 17.25 | 15.20 | 13.54 | 13.62 | 16.31 | 32.02 | 22.95 | 31.44 | 41.26 | 17.79 | 13.37 | 13.24 |
| Draw Down(%) | NA | 22.83 | 22.83 | 29.93 | 36.27 | NA | NA | 54.91 | 18.76 | 8.97 | 17.62 | 23.86 | 13.96 | 36.27 | 6.54 | 22.09 | 5.48 | 11.93 | 10.13 | 11.47 | 4.98 | 12.37 | 27.34 | 19.98 | 26.42 | 48.42 | 13.25 | 9.82 | 9.55 |
| Yield(%) | 0.00 | 0.35 | 0.31 | 0.28 | 3.10 | 6.56 | 4.64 | 4.73 | 0.00 | 0.35 | 0.35 | 0.15 | 0.10 | 0.15 | 1.70 | 5.13 | 13.65 | 1.66 | 8.24 | 11.79 | 13.88 | 5.05 | 1.57 | 0.58 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/01/2025, AR inception is 06/10/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSVIX (CALVERT SMALL CAP FUND CLASS I) |
-14.47%
Feb 2006 - Feb 2009 |
-2.18%
Aug 2005 - Aug 2010 |
5.91%
Jan 2006 - Jan 2016 |
6.58%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSVIX (CALVERT SMALL CAP FUND CLASS I) |
23.66%
Feb 2009 - Feb 2012 |
23.22%
Feb 2009 - Feb 2014 |
16.32%
Feb 2009 - Feb 2019 |
12.77%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart