Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAPHX (Calvert High Yield Bond I) | NA | 6.75% | 2.02% | 2.26% | NA | NA | NA | … | … |
Data as of 09/18/2009, Common starting date is 08/07/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAPHX (Calvert High Yield Bond I) | 08/07/2001 | 09/18/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.99 | 6.75 | 2.02 | 2.26 | NA | NA | NA | … | … | 29.55 | -21.89 | 1.76 | 7.14 | -0.32 | 3.93 | 13.32 | 318.28 | -7.03 |
| Sharpe Ratio | NA | 0.58 | 0.05 | 0.05 | NA | NA | NA | … | … | 8.14 | -2.16 | -0.34 | 1.04 | -0.46 | 0.26 | 2.41 | 1.97 | -1.93 |
| Standard Deviation(%) | NA | 11.31 | 7.24 | 6.42 | NA | NA | NA | … | … | 5.35 | 10.52 | 3.71 | 3.72 | 5.39 | 11.26 | 5.25 | 160.93 | 9.75 |
| Draw Down(%) | NA | 25.57 | 30.12 | 30.12 | NA | NA | NA | … | … | 6.12 | 28.73 | 6.63 | 3.42 | 6.10 | 11.95 | 5.15 | 19.05 | 10.10 |
| Yield(%) | 0.00 | 6.76 | 6.30 | 4.19 | 9.43 | 6.29 | 4.72 | … | … | 5.46 | 6.42 | 6.42 | 3.78 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/18/2009, Common starting date is 08/07/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAPHX (Calvert High Yield Bond I) |
-7.31%
Nov 2005 – Nov 2008 |
-3.64%
Nov 2003 – Nov 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAPHX (Calvert High Yield Bond I) |
71.72%
Jan 2002 – Jan 2005 |
40.44%
Jan 2002 – Jan 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart