Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMERX (Calvert Emerging Markets Fcs Gr R6) | NA | -2.97% | 8.60% | 6.09% | NA | NA | NA | … | … |
Data as of 03/06/2015, Common starting date is 02/21/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMERX (Calvert Emerging Markets Fcs Gr R6) | 02/21/2006 | 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 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.69 | -2.97 | 8.60 | 6.09 | NA | NA | NA | … | … | 6.64 | -6.78 | 17.15 | 18.57 | -13.04 | 11.12 | 34.68 | -47.04 | 14.51 | 17.63 |
| Sharpe Ratio | NA | -0.27 | 0.62 | 0.33 | NA | NA | NA | … | … | 3.61 | -0.58 | 1.38 | 1.05 | -0.48 | 0.53 | 1.19 | -1.14 | 0.63 | 1.25 |
| Standard Deviation(%) | NA | 10.96 | 13.76 | 18.62 | NA | NA | NA | … | … | 12.31 | 11.71 | 12.40 | 17.80 | 26.99 | 20.82 | 29.15 | 41.85 | 18.18 | 13.86 |
| Draw Down(%) | NA | 13.36 | 15.91 | 25.94 | NA | NA | NA | … | … | 3.16 | 13.36 | 10.49 | 15.91 | 25.94 | 18.52 | 25.86 | 58.08 | 12.89 | 16.28 |
| Yield(%) | 0.00 | 0.00 | 0.39 | 1.33 | 2.36 | 1.57 | 1.18 | … | … | 0.00 | 0.00 | 0.00 | 1.23 | 0.97 | 4.30 | 2.04 | 4.57 | 7.01 | 3.26 |
Data as of 03/06/2015, Common starting date is 02/21/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMERX (Calvert Emerging Markets Fcs Gr R6) |
-14.87%
Mar 2006 – Mar 2009 |
-6.67%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMERX (Calvert Emerging Markets Fcs Gr R6) |
20.43%
Feb 2009 – Feb 2012 |
17.21%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart