Nasdaq - Delayed Quote USD
Calvert US Large Cap Core Rspnb Idx C (CSXCX)
At close: 8:00 PM EST
Fund Summary
The fund normally invests at least 95% of its net assets, including borrowings for investment purposes, in securities contained in the index. The index is composed of the common stocks of large companies that operate their businesses in a manner consistent with the Calvert Principles for Responsible Investment.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 33.08% |
| Worst 1Y Total Return | -- |
| Number of Years Up | 16 |
| Number of Years Down | 7 |
Performance & Risk
| YTD Return | 20.54% |
| 5y Average Return | 14.10% |
| Rank in Category (ytd) | 52 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.04 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| CSXCX | Category Average | CSXCX | Category Average | CSXCX | Category Average | |
| Alpha | -3.09 | -0.01 | -1.3 | -0.01 | -1.34 | -0.01 |
| BETA | 1.04 | 0.01 | 1.02 | 0.01 | 1.02 | 0.01 |
| Mean Annual Return | 0.61 | 0.01 | 1.24 | 0.01 | 1.03 | 0.01 |
| R-squared | 98.87 | 0.94 | 98.9 | 0.95 | 98.8 | 0.95 |
| Standard Deviation | 18.03 | 0.17 | 18.54 | 0.19 | 15.73 | 0.15 |
| Sharpe Ratio | 0.19 | 0 | 0.67 | 0.01 | 0.68 | 0.01 |
| Treynor Ratio | 1.82 | 0.03 | 11.26 | 0.1 | 9.72 | 0.1 |
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