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Calvert US Large Cap Growth Rspnb Idx R6 (CLGRX)

71.45 +0.88 (+1.25%)
At close: December 11 at 6:45:16 PM EST

Fund Summary

The fund invests in the common stock of each company in the index in approximately the same proportion as represented in the index itself. The fund will normally invest 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 growth companies that operate their businesses in a manner consistent with The Calvert Principles for Responsible Investment (the “Calvert Principles”).

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 36.72%
Worst 1Y Total Return --
Number of Years Up 1
Number of Years Down --

Performance & Risk

YTD Return 30.81%
5y Average Return 0.00%
Rank in Category (ytd) 60
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.11
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
CLGRXCategory AverageCLGRXCategory AverageCLGRXCategory Average
Alpha -1.8 0.03 1.86 0.04 -- 0.01
BETA 1.11 0.01 1.05 0.01 -- 0.01
Mean Annual Return 0.96 0.02 1.58 0.02 -- 0.01
R-squared 94.97 0.89 93.56 0.87 -- 0.87
Standard Deviation 19.83 0.2 19.78 0.16 -- 0.15
Sharpe Ratio 0.38 0.01 0.83 0.01 -- 0.01
Treynor Ratio 5.26 0.21 15.05 0.21 -- 0.15

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