Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMMIX (Calvert Mortgage Access I) | NA | -1.55% | 0.18% | NA | NA | NA | NA | … | … |
Data as of 03/06/2015, Common starting date is 04/08/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMMIX (Calvert Mortgage Access I) | 04/08/2011 | 03/06/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.10 | -1.55 | 0.18 | NA | NA | NA | NA | … | … | 0.74 | -1.87 | -2.40 | 6.30 | 0.80 |
| Sharpe Ratio | NA | -0.47 | 0.05 | NA | NA | NA | NA | … | … | 1.33 | -0.58 | -0.82 | 2.79 | 0.36 |
| Standard Deviation(%) | NA | 3.34 | 2.93 | NA | NA | NA | NA | … | … | 3.23 | 3.25 | 2.96 | 2.26 | 3.02 |
| Draw Down(%) | NA | 7.09 | 7.88 | NA | NA | NA | NA | … | … | 1.05 | 7.09 | 5.09 | 2.25 | 3.29 |
| Yield(%) | 0.00 | 1.96 | 2.10 | 1.56 | 0.78 | 0.52 | 0.39 | … | … | 0.00 | 1.97 | 3.23 | 1.06 | 1.40 |
Data as of 03/06/2015, Common starting date is 04/08/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMMIX (Calvert Mortgage Access I) |
0.21%
Feb 2012 – Feb 2015 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMMIX (Calvert Mortgage Access I) |
2.28%
May 2011 – May 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart