Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CVSMX (Calvert New Vision Small Cap I) | NA | 11.98% | -3.85% | -2.10% | NA | NA | NA | … | … |
Data as of 12/30/2010, Common starting date is 08/07/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CVSMX (Calvert New Vision Small Cap I) | 08/07/2003 | 12/30/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.98 | -3.85 | -2.10 | NA | NA | NA | … | … | 12.95 | 18.24 | -33.45 | 0.40 | 0.75 | -8.03 | 11.86 | 22.14 |
| Sharpe Ratio | NA | 0.48 | -0.14 | -0.12 | NA | NA | NA | … | … | 0.52 | 0.63 | -0.81 | -0.14 | -0.14 | -0.66 | 0.81 | 1.77 |
| Standard Deviation(%) | NA | 24.67 | 33.25 | 28.71 | NA | NA | NA | … | … | 24.62 | 28.70 | 42.53 | 19.46 | 18.87 | 15.46 | 13.42 | 36.28 |
| Draw Down(%) | NA | 18.55 | 49.86 | 54.97 | NA | NA | NA | … | … | 18.55 | 26.70 | 47.42 | 13.32 | 19.66 | 14.91 | 14.92 | 15.61 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.60 | 1.06 | 0.80 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 9.28 | 3.16 | 0.00 |
Data as of 12/30/2010, Common starting date is 08/07/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVSMX (Calvert New Vision Small Cap I) |
-19.21%
Feb 2006 – Feb 2009 |
-11.61%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVSMX (Calvert New Vision Small Cap I) |
5.10%
Sep 2003 – Sep 2006 |
0.35%
Sep 2003 – Sep 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart