Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMMAX (Calvert Mortgage Access A) | NA | -0.98% | 0.07% | NA | NA | NA | NA | … | … |
Data as of 03/06/2015, Common starting date is 04/08/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMMAX (Calvert Mortgage Access A) | 04/08/2011 | 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 (%) | 0.00 | -0.98 | 0.07 | NA | NA | NA | NA | … | … | 1.58 | -2.23 | -2.84 | 5.73 | 0.69 |
| Sharpe Ratio | NA | -0.30 | 0.01 | NA | NA | NA | NA | … | … | 2.88 | -0.69 | -0.98 | 2.49 | 0.30 |
| Standard Deviation(%) | NA | 3.33 | 2.92 | NA | NA | NA | NA | … | … | 3.27 | 3.24 | 2.92 | 2.30 | 3.06 |
| Draw Down(%) | NA | 7.22 | 8.52 | NA | NA | NA | NA | … | … | 1.06 | 7.22 | 5.30 | 2.35 | 3.29 |
| Yield(%) | 0.00 | 1.52 | 1.73 | 1.31 | 0.65 | 0.44 | 0.33 | … | … | 0.00 | 1.53 | 2.81 | 0.80 | 1.29 |
Data as of 03/06/2015, Common starting date is 04/08/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMMAX (Calvert Mortgage Access A) |
0.00%
Jan 2012 – Jan 2015 |
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 |
|---|---|---|---|---|
| CMMAX (Calvert Mortgage Access A) |
1.88%
May 2011 – May 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart