Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CWVBX (Calvert International Equity B) | NA | -1.82% | 11.19% | 5.64% | 1.32% | NA | NA | … | … |
Data as of 06/16/2015, Common starting date is 03/01/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CWVBX (Calvert International Equity B) | 03/01/2001 | 06/16/2015 |
| 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 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.82 | 11.19 | 5.64 | 1.32 | NA | NA | … | … | 7.95 | -8.51 | 21.00 | 16.21 | -14.96 | 4.59 | 20.30 | -46.89 | 1.04 | 25.50 | 9.87 | 15.97 | 27.29 | -14.80 | -18.43 |
| Sharpe Ratio | NA | -0.17 | 0.94 | 0.34 | 0.02 | NA | NA | … | … | 1.79 | -0.79 | 1.75 | 1.04 | -0.58 | 0.22 | 0.75 | -1.17 | -0.10 | 1.51 | 0.77 | 1.09 | 1.99 | -0.95 | -1.29 |
| Standard Deviation(%) | NA | 10.52 | 11.85 | 16.72 | 21.89 | NA | NA | … | … | 10.26 | 10.82 | 12.01 | 15.62 | 26.03 | 20.53 | 26.82 | 40.74 | 20.57 | 14.81 | 10.05 | 13.75 | 13.34 | 16.71 | 18.71 |
| Draw Down(%) | NA | 13.34 | 13.34 | 26.38 | 65.69 | NA | NA | … | … | 4.08 | 13.34 | 9.54 | 14.91 | 26.38 | 17.08 | 28.91 | 56.72 | 14.63 | 15.78 | 8.33 | 12.90 | 14.68 | 25.17 | 30.60 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 3.02 | 2.03 | 1.53 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.06 | 9.27 | 14.78 | 0.02 | 0.00 | 1.31 | 0.00 | 0.00 |
Data as of 06/16/2015, Common starting date is 03/01/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CWVBX (Calvert International Equity B) |
-20.93%
Feb 2006 – Feb 2009 |
-12.15%
May 2007 – May 2012 |
-0.29%
May 2002 – May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CWVBX (Calvert International Equity B) |
24.80%
Mar 2003 – Mar 2006 |
18.65%
Sep 2002 – Sep 2007 |
4.50%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart