Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMDIX (Calvert Mid Cap Value I) | NA | 13.32% | -2.55% | 1.50% | NA | NA | NA | … | … |
Data as of 12/30/2010, Common starting date is 07/05/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMDIX (Calvert Mid Cap Value I) | 07/05/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.32 | -2.55 | 1.50 | NA | NA | NA | … | … | 14.34 | 29.26 | -37.38 | 1.56 | 14.59 | 0.35 |
| Sharpe Ratio | NA | 0.63 | -0.10 | 0.00 | NA | NA | NA | … | … | 0.68 | 0.99 | -1.00 | -0.10 | 1.16 | -0.16 |
| Standard Deviation(%) | NA | 21.02 | 30.69 | 25.31 | NA | NA | NA | … | … | 21.01 | 29.50 | 38.20 | 15.19 | 9.81 | 10.69 |
| Draw Down(%) | NA | 19.49 | 51.60 | 55.91 | NA | NA | NA | … | … | 19.49 | 24.80 | 49.66 | 11.77 | 8.23 | 7.29 |
| Yield(%) | 0.00 | 0.00 | 0.22 | 0.98 | 0.49 | 0.33 | 0.25 | … | … | 0.00 | 1.04 | 0.00 | 2.45 | 1.37 | 0.00 |
Data as of 12/30/2010, Common starting date is 07/05/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMDIX (Calvert Mid Cap Value I) |
-15.84%
Feb 2006 – Feb 2009 |
-1.95%
Aug 2005 – Aug 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMDIX (Calvert Mid Cap Value I) |
1.04%
Aug 2005 – Aug 2008 |
1.47%
Oct 2005 – Oct 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart