Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CSXBX (CALVERT SOCIAL INDEX FUND CLASS B) | NA | 11.54% | 17.80% | 14.26% | 6.20% | NA | NA | … | … |
Data as of 06/16/2015, Common starting date is 02/15/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSXBX (CALVERT SOCIAL INDEX FUND CLASS B) | 02/15/2001 | 06/16/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.54 | 17.80 | 14.26 | 6.20 | NA | NA | … | … | 2.69 | 12.62 | 32.98 | 15.90 | -1.45 | 12.31 | 32.77 | -40.60 | 1.64 | 10.20 | 2.10 | 6.63 | 28.40 | -25.47 | -15.61 |
| Sharpe Ratio | NA | 1.02 | 1.52 | 0.92 | 0.25 | NA | NA | … | … | 0.56 | 1.06 | 2.92 | 1.20 | -0.06 | 0.66 | 1.12 | -0.99 | -0.09 | 0.64 | -0.01 | 0.48 | 1.52 | -0.94 | -0.82 |
| Standard Deviation(%) | NA | 11.35 | 11.76 | 15.47 | 21.09 | NA | NA | … | … | 10.80 | 11.86 | 11.26 | 13.36 | 23.50 | 18.43 | 29.05 | 41.81 | 15.78 | 10.84 | 10.44 | 11.86 | 18.20 | 28.39 | 24.45 |
| Draw Down(%) | NA | 7.66 | 7.98 | 18.97 | 58.45 | NA | NA | … | … | 3.69 | 7.66 | 5.02 | 10.69 | 18.97 | 16.10 | 27.57 | 50.52 | 10.31 | 8.96 | 9.21 | 10.67 | 14.27 | 37.48 | 30.51 |
| Yield(%) | 0.00 | 2.92 | 2.52 | 1.80 | 0.91 | 0.56 | 0.42 | … | … | 0.00 | 3.05 | 2.92 | 0.23 | 0.00 | 0.29 | 0.10 | 0.26 | 0.11 | 0.02 | 0.00 | 0.13 | 0.57 | 0.31 | 0.08 |
Data as of 06/16/2015, Common starting date is 02/15/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSXBX (CALVERT SOCIAL INDEX FUND CLASS B) |
-18.85%
Feb 2006 – Feb 2009 |
-10.24%
Feb 2004 – Feb 2009 |
0.00%
Jul 2001 – Jul 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSXBX (CALVERT SOCIAL INDEX FUND CLASS B) |
25.41%
Feb 2009 – Feb 2012 |
22.69%
Feb 2009 – Feb 2014 |
6.78%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart