Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CAMRX (Calvert Moderate Allocation Fund) | NA | -0.75% | -0.29% | NA | NA | NA | NA | … | … |
Data as of 03/06/2015, Common starting date is 04/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CAMRX (Calvert Moderate Allocation Fund) | 04/07/2011 | 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 (%) | -6.13 | -0.75 | -0.29 | NA | NA | NA | NA | … | … | -2.33 | -0.73 | 1.34 | 2.23 | -1.69 |
| Sharpe Ratio | NA | -0.10 | -0.06 | NA | NA | NA | NA | … | … | -0.78 | -0.19 | 0.28 | 0.64 | -0.50 |
| Standard Deviation(%) | NA | 7.60 | 5.57 | NA | NA | NA | NA | … | … | 16.20 | 4.00 | 4.72 | 3.43 | 4.62 |
| Draw Down(%) | NA | 6.32 | 8.53 | NA | NA | NA | NA | … | … | 6.32 | 5.53 | 3.98 | 2.28 | 4.17 |
| Yield(%) | 0.00 | 0.07 | 0.90 | 0.56 | 0.28 | 0.19 | 0.14 | … | … | 0.00 | 0.07 | 0.32 | 2.34 | 0.10 |
Data as of 03/06/2015, Common starting date is 04/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAMRX (Calvert Moderate Allocation Fund) |
-0.46%
May 2011 – May 2014 |
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 |
|---|---|---|---|---|
| CAMRX (Calvert Moderate Allocation Fund) |
1.95%
Jan 2012 – Jan 2015 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart