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Calvert US Large Cap Core Rspnb Idx R6 (CSXRX)

53.69 +0.47 (+0.88%)
At close: December 11 at 6:45:18 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 32.85%
Worst 1Y Total Return --
Number of Years Up 4
Number of Years Down 2

Performance & Risk

YTD Return 27.75%
5y Average Return 15.85%
Rank in Category (ytd) 34
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.05
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
CSXRXCategory AverageCSXRXCategory AverageCSXRXCategory Average
Alpha -1.78 -0.01 -0.22 -0.01 -0.29 -0.01
BETA 1.05 0.01 1.02 0.01 1.03 0.01
Mean Annual Return 0.91 0.01 1.37 0.01 1.15 0.01
R-squared 98.85 0.94 98.89 0.95 98.82 0.95
Standard Deviation 18.34 0.17 18.66 0.19 15.83 0.15
Sharpe Ratio 0.38 0 0.75 0.01 0.76 0.01
Treynor Ratio 5.35 0.03 12.9 0.1 11.18 0.1

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