Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CSEBX (Calvert Equity B) | NA | 11.95% | 16.12% | 13.41% | 6.87% | NA | NA | … | … |
Data as of 06/16/2015, Common starting date is 06/28/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSEBX (Calvert Equity B) | 06/28/2000 | 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 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.95 | 16.12 | 13.41 | 6.87 | NA | NA | … | … | 3.32 | 9.95 | 29.32 | 14.49 | -3.09 | 16.18 | 32.21 | -35.93 | 9.14 | 9.22 | 3.30 | 5.82 | 21.25 | -15.75 | -3.22 | -3.27 |
| Sharpe Ratio | NA | 1.10 | 1.39 | 0.84 | 0.30 | NA | NA | … | … | 0.73 | 0.86 | 2.62 | 1.04 | -0.13 | 0.90 | 1.20 | -0.94 | 0.41 | 0.56 | 0.10 | 0.42 | 1.19 | -0.69 | -0.28 | -0.53 |
| Standard Deviation(%) | NA | 10.84 | 11.66 | 15.83 | 20.23 | NA | NA | … | … | 10.24 | 11.53 | 11.17 | 14.06 | 24.76 | 17.85 | 26.77 | 38.97 | 14.81 | 10.61 | 10.82 | 11.67 | 17.33 | 24.30 | 19.86 | 19.69 |
| Draw Down(%) | NA | 6.44 | 6.44 | 20.74 | 51.38 | NA | NA | … | … | 3.57 | 6.44 | 5.20 | 11.66 | 20.74 | 15.90 | 24.86 | 45.50 | 7.88 | 8.52 | 6.86 | 8.84 | 14.85 | 28.77 | 23.80 | 13.45 |
| Yield(%) | 0.00 | 11.87 | 7.48 | 6.34 | 4.62 | 3.16 | 2.37 | … | … | 0.00 | 12.15 | 5.98 | 0.19 | 5.38 | 0.00 | 0.00 | 5.60 | 7.14 | 4.81 | 1.86 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/16/2015, Common starting date is 06/28/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSEBX (Calvert Equity B) |
-14.12%
Feb 2006 – Feb 2009 |
-6.88%
Feb 2004 – Feb 2009 |
-0.42%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSEBX (Calvert Equity B) |
25.05%
Feb 2009 – Feb 2012 |
21.28%
Feb 2009 – Feb 2014 |
7.57%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart