Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CLCIX (Calvert Large Cap Growth I ) | NA | 7.45% | 9.88% | -1.34% | 4.27% | NA | NA | … | … |
Data as of 10/20/2011, Common starting date is 01/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLCIX (Calvert Large Cap Growth I ) | 01/02/2001 | 10/20/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.45 | 9.88 | -1.34 | 4.27 | NA | NA | … | … | -0.60 | 12.23 | 33.43 | -45.62 | 13.96 | 5.12 | 11.69 | 17.61 | 39.01 | -20.75 | -11.38 |
| Sharpe Ratio | NA | 0.37 | 0.37 | -0.09 | 0.14 | NA | NA | … | … | -0.04 | 0.65 | 1.27 | -1.09 | 0.62 | 0.13 | 0.74 | 1.09 | 2.08 | -0.86 | -0.53 |
| Standard Deviation(%) | NA | 20.21 | 26.76 | 26.75 | 22.79 | NA | NA | … | … | 21.82 | 18.79 | 26.23 | 42.45 | 17.84 | 14.00 | 12.89 | 15.34 | 18.42 | 25.36 | 26.20 |
| Draw Down(%) | NA | 19.65 | 29.45 | 58.12 | 58.12 | NA | NA | … | … | 19.65 | 16.15 | 23.38 | 53.77 | 9.75 | 14.36 | 9.97 | 12.36 | 10.83 | 29.85 | 38.63 |
| Yield(%) | 0.00 | 0.00 | 0.28 | 0.38 | 0.34 | 0.18 | 0.14 | … | … | 0.00 | 0.03 | 0.62 | 0.15 | 1.30 | 0.00 | 0.00 | 0.22 | 0.00 | 0.00 | 0.00 |
Data as of 10/20/2011, Common starting date is 01/02/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLCIX (Calvert Large Cap Growth I ) |
-18.24%
Feb 2006 – Feb 2009 |
-6.97%
Feb 2004 – Feb 2009 |
3.43%
Feb 2001 – Feb 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLCIX (Calvert Large Cap Growth I ) |
24.03%
Feb 2003 – Feb 2006 |
17.88%
Sep 2002 – Sep 2007 |
4.68%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
