Calvert US Large-Cap Core Responsible Index Fund
Ticker
CISIX
ISIN
US02376R1023
Price
USD 52.04
Change Today
-
Price 1 year ago
38.92 / 33.716 %
Morningstar
5
52 Week Low
39.19
52 Week High
52.89
200 Day Moving Average 47.39
47.39
50-day Moving Average
50.77
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.958% |
| Average Annual Volatility | 20.158% |
| Sharpe Ratio | 0.44 |
| Sortino Ratio | 0.41 |
| Maximum Drawdown | -60.0% |
| Maximum Drawdown Date | 2009-03-09 |
| Calmar Ratio | -0.15 |
Company information
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.
Market
US
Category
Large Blend
Expense Ratio
-
Fund family
-
Morningstar
5
Yield
-
Exchange
NAS
| Sector | Weight |
|---|---|
| Technology | 27.49% |
| Healthcare | 15.48% |
| Financial services | 14.76% |
| Consumer cyclical | 11.98% |
| Industrials | 9.78% |
| Communication services | 7.99% |
| Consumer defensive | 7.09% |
| Basic materials | 2.44% |
| Utilities | 1.78% |
| Realestate | 0.33% |
| Energy | 0.27% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AAPL | Apple Inc | 6.65% |
| MSFT | Microsoft Corp | 5.97% |
| GOOGL | Alphabet Inc Class A | 4.07% |
| AMZN | Amazon.com Inc | 3.79% |
| TSLA | Tesla Inc | 2.41% |
| NVDA | NVIDIA Corp | 2.07% |
| JPM | JPMorgan Chase & Co | 1.27% |
| HD | The Home Depot Inc | 1.08% |
| BAC | Bank of America Corp | 0.96% |
| V | Visa Inc Class A | 0.9% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| CISIX | Calvert US Large-Cap Core Responsible Index Fund | US02376R1023 | NAS | 5 | -- | -- | |
| NULG | Nuveen ESG Large-Cap Growth ETF | US67092P201 | BTS | 0.25% | 5 | -0.90 | |
| VTIP | Vanguard Short-Term Inflation-Protected Securities Index Fund | US922020805 | NGM | 0.04% | 5 | -0.38 | |
| VTV | Vanguard Value Index Fund | US922908744 | PCX | 0.04% | 5 | +8.05 | |
| VYM | Vanguard High Dividend Yield Index Fund | IE00B8GKDB1 | PCX | 0.06% | 5 | +8.55 | |
| XLE | Energy Select Sector SPDR Fund | IE00BWBXM49 | PCX | 0.10% | 5 | +49.37 | |
| XLRE | The Real Estate Select Sector SPDR Fund | US81369Y860 | PCX | 0.10% | 5 | -2.68 | |
| XLV | Health Care Select Sector SPDR Fund | IE00BWBXM61 | PCX | 0.10% | 5 | +6.04 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.