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Address And Details

1825 Connecticut Ave NW, Suite 400 , Washington, DC 20009
Fund Manager Thomas Seto
Manager Tenure 5 Years

Strategy And Objective

The Fund's investment objective is to seek to track the performance of the Calvert US Large-Cap Value Responsible Index (the Index ), which measures the investment return of large-capitalization stocks. The Fund employs a passive management strategy designed to track, as closely as possible, the performance of the Index. 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 95% Policy ). The Fund may also lend its securities. Calvert US Large-Cap Value Responsible Index. The Index is composed of the common stocks of large value companies that operate their businesses in a manner consistent with The Calvert Principles for Responsible Investment (the Calvert Principles .Large value companies are selected from the 1,000 largest publicly traded U.S. companies based on market capitalization and value style factors, excluding real estate investment trusts and business development companies. The Calvert Principles serve as a framework for considering environmental, social and governance ( ESG ) factors. Stocks are weighted in the Index based on their float-adjusted market capitalization within the relevant sector, subject to certain prescribed limits. The Index is owned by CRM, which also serves as investment adviser to the Fund. Jade Huang and Christopher Madden, CFA serve as Co-Directors of Index Management at CRM and manage the Index construction process. As of December 31, 2019, the Index included 526 companies, and the market capitalization ranged from $1.5 billion to $1.3 trillion with a weighted average market capitalization of $129.9 billion. The number of companies in the Index will change over time due to CRM's valuation of an issuer relative to the Calvert Principles or corporate actions involving companies in the Index. The Index is reconstituted annually and is rebalanced quarterly. Indexing. An index is a group of securities whose overall performance is used as a standard to measure investment performance. An index (or passively managed fund tries to match, as closely as possible, the performance of an established target index. An index fund s goal is to mirror the target index whether the index is going up or down. To track the Index as closely as possible, the Fund attempts to remain fully invested in stocks. The Fund uses a replication method of indexing. If Fund assets should ever decline to below $5 million, the Fund may use the sampling method. The replication method involves holding every security in the Index in about the same proportion as the Index. The sampling method involves selecting a representative number of securities that will resemble the Index in terms of key risk and other characteristics. Value Investing. Value companies tend to have stock prices that are low relative to their earnings, dividends, assets or other financial measures. They may include companies that are temporarily out of favor with the market or that may have experienced adverse business developments but that have the potential for growth.

Net Asset Value

as of 4:56 PM ET 12/07/2021


  • 1 Week
  • +0.06%
  • 1 Month
  • -5.86%
  • 3 Months
  • -2.02%
  • 1 Yr Return
  • +17.48%
  • 5 Yr Return
  • +42.57%

Equity Sector Breakdown

Finance 29.56%
IndustrialCyclical 13.57%
Technology 13.57%
NonDurables 11.86%
RetailTrade 8.93%
Health 7.00%
ConsumerDurables 4.71%
Utilities 4.62%
Services 3.25%
Energy n/a

Asset Allocation

Asset Type % Of Allocation
Stocks 99.51%
ForeignStocks 1.13%
Cash 0.00%
Bonds 0.00%
Preferred 0.00%
Convertible 0.00%
Other 0.00%
ForeignBonds 0.00%
ForeignHedged 0.00%
Total Net Assets 86.95 M

Risk Measures

Criteria 3 Years 5 Years 10 Years
Alpha -4.86 -4.68 n/a
Beta 1.04 1.03 n/a
R Squared 0.90 0.89 n/a
Std Deviation 20.32 16.76 n/a
Sharpe Ratio 0.86 0.84 n/a

Purchase Information

as of 5:06 PM ET 12/06/2021
Minimum Initial $1000
Minimum Additional $0
Minimum Initial IRA $2000


Timeframe Average Annual Current Performance Monthly As Of 11/30/2021 Average Annual Current Performance Quarterly As Of 09/30/2021 Avg Annual Current Performance Monthly As Of 11/30/2021 Avg Annual Current Performance Quarterly As Of 09/30/2021
1 Year
  • +21.92%
  • +35.76%
+21.92% +35.76%
3 Year
  • +13.80%
  • +12.02%
+13.80% +12.02%
10 Year
  • n/a
  • n/a
n/a n/a
Life Of Fund
  • +9.96%
  • +9.93%
+9.96% +9.93%

Top 10 Holdings

Symbol Company Name % Of Assets
T AT&T INC 1.56%

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