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Calvert VP SRI Balanced Portfolio

Daily Performance (as of 8/28/2014)
Price $2.19
Price Change $-0.00 (-0.05%)
YTD Return 6.76%
Fund Facts (as of 8/28/2014)
Calvert Fund Number 857 (F Shares)
CUSIP Number 131647760 (F Shares)
Assets Under Management $347.05 Million
Yields (as of 7/31/2014)
30-Day SEC Yield Subsidized 1.05%
30-Day SEC Yield Unsubsidized -81.65%

Overview

Fund Management

Calvert Investment Management, Inc.

Joshua Linder,
Assistant Portfolio Manager

Natalie Trunow,
Chief Investment Officer, Equities

Matthew Duch,
Vice President and Lead Portfolio Manager

Vishal Khanduja, CFA
Vice President and Co-Portfolio Manager

Top 10 Holdings

Top 10 Equity Holdings

The top 10 companies in which the portfolio invests, measured by a percentage of total investments.

(percentages are of entire portfolio)
Issues in Portfolio: 352
Click here for all Fund Holdings

Investment Objective

The Portfolio seeks to achieve a competitive total return through an actively managed portfolio of stocks, bonds and money market instruments which offer income and capital growth opportunity and which satisfy the investment criteria, including financial, sustainability and social responsibility factors.

Investment Strategy

The Portfolio invests in a combination of stocks, bonds, and money market instruments seeking to provide a complete investment portfolio in a single product. The Portfolio typically invests about 60% of its net assets in stocks and 40% in bonds or other fixed-income investments. The equity portion of the Portfolio is primarily a large cap core U.S. domestic portfolio, although the Portfolio may also invest in foreign stocks and mid-cap stocks. The fixed-income investments are primarily a wide variety of investment-grade debt securities, including corporate, mortgage-backed, and other asset-backed securities. The Advisor monitors the Portfolio's allocation and may rebalance or reallocate the Portfolio's assets based on its view of economic and market factors and events. The Portfolio seeks to invest in companies and other enterprises that demonstrate positive environmental, social and governance performance as they address corporate responsibility and sustainability challenges.

Investment Risk

Investment in mutual funds involves risk, including possible loss of principal invested. You could lose money on your investment in the Portfolio or the Portfolio could underperform because of the following risks: the stock market may fall in value, causing prices of stocks held by the Portfolio to fall; the market prices of bonds held by the Portfolio may fall; individual investments of the Portfolio may not perform as expected; and/or the Portfolio's portfolio management practices may not achieve the desired result. The Portfolio is non-diversified and may be more volatile than a diversified fund.


Important Disclosure

Holdings are subject to change.

Industry classifications provided by MSCI. MSCI makes no express or implied warranties or representations and shall have no liability whatsoever with respect to any MSCI data contained herein. The MSCI data may not be further redistributed or used as a basis for other indices or any securities or financial products. This report is not approved, reviewed or produced by MSCI.

The 30-Day SEC Yield is a standardized measure of the current market yield on the Fund’s portfolio and is calculated by dividing the net investment income per share earned during the 30-day period by the maximum offering price per share on the last day of the period. For funds that have a contractual fee waiver and/or expense reimbursement in effect, the fund also displays the higher subsidized yield, which accounts for the effect of the waiver and/or reimbursement . The 12-month Distribution Yield takes all the interest payments made by the fund over the last 12 months, and divides it by the sum of (i) the Fund’s NAV on the last day of the period, and (ii) any capital gains distributions that were made during that period. The 30-Day SEC Yield reflects the rate at which the Fund is earning income on its current portfolio of securities, while the 12-month Distribution yield reflects the Fund's past dividends paid to shareholders.


Performance

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Benchmark Index

Checking this box will compare fund performance to that of its benchmark index.

Lipper Category Index

Checking this box will compare fund performance to that of its Lipper Category Index.

Average Annual Total Returns (%) for period ending 7/31/2014
Share Class YTD QTD 1 yr 3 yrs 5 yrs 10 yrs Since Inception Inception
F Shares (No Charge) 4.82 -0.78 12.03 10.67 11.89 5.77 7.35 9/2/1986
Average Annual Total Returns (%) for period ending 6/30/2014
Share Class YTD QTD 1 yr 3 yrs 5 yrs 10 yrs Since Inception Inception
F Shares (No Charge) 5.64 3.63 17.55 10.89 13.45 5.64 7.40 9/2/1986
Portfolio Expenses and Turnover (from Prospectus)
(Performance data quoted above already reflects deduction for portfolio operating expenses)
Expense Ratio
(if no waiver reimbursement in effect)
Net Expense Ratio
(if waiver reimbursement in effect)
Gross Expense Ratio
(if waiver reimbursement in effect)
Fund Turnover
1.15% n/a n/a 161.0%

Hypothetical Growth of $10,000

Yearly Percentage Return

Modern Portfolio Theory Statistics* as of 7/31/2014

  Fund (FShares) Russell 1000 Index
  3 yrs 5 yrs 3 yrs 5 yrs
Alpha 0.78% 1.81% 0.00% 0.00%
Beta 0.59 0.58 1.00 1.00
R-Squared 93.75% 94.65% 100.00% 100.00%
Sharpe Ratio 1.39 1.46 1.34 1.27
Standard Deviation 7.63% 8.08% 12.52% 13.45%
Excess Return -6.18% -5.24% 0.00% 0.00%
Information Ratio -1.13 -0.89 0.00 0.00
Tracking Error 5.48% 5.90% 0.00% 0.00%
*Source: Zephyr StyleADVISOR using MorningstarTM data


Standard Deviation is a measure of a fund's risk. A standard deviation of 1 means a fund can be expected to produce an annual return that is +/-1% of its average annual return 66% of the time.
Alpha is a measure of the difference between a fund's actual returns and its expected performance, given its level of risk as measured by beta.
Beta is a measure of portfolio risk relative to the market or benchmark. A portfolio beta of 1.0 indicates a risk level equal to that of the fund's benchmark.
Excess Return is return in excess of the risk-free rate or in excess of a benchmark.
R Squared is a statistical measure that represents the percentage of a fund's movements that can be explained by movements in its benchmark index.
Tracking Error is the difference in the return earned by a portfolio and the return earned by the benchmark against which the portfolio is constructed.
Information Ratio is a measure of the consistency of excess return of a mutual fund as compared to its benchmark.
Sharpe Ratio is used to measure risk-adjusted performance. It is calculated by using standard deviation and return in excess of the benchmark to determine reward per unit of risk.


Important Disclosure

Net expense ratio reflects contractual fee waiver and/or expense reimbursement through April 30, 2015.

Performance results for Class F shares for Calvert VP SRI Balanced Portfolio prior to October 18, 2013 (the Class F shares’ inception date) reflect the performance of Class I shares at net asset value. Actual Class F share performance would have been lower than Class I share performance because Class F has higher class-specific expenses than Class I.


Pricing & Distribution

Most Recent Distributions

F Shares: Without Sales Charge
Date Type Rate Record Date Ex Date Reinvest Date Reinvest Price
12/20/2013 Dividend 0.00509 12/18/2013 12/19/2013 12/19/2013 2.03
12/20/2013 Long Term Gain 0.17582 12/18/2013 12/19/2013 12/19/2013 2.03
12/20/2013 Short Term Gain 0.01356 12/18/2013 12/19/2013 12/19/2013 2.03

Holdings

Overall Fund Characteristics (Equity and Fixed Income)

Top 10 Holdings

Top 10 Equity Holdings

The top 10 companies in which the portfolio invests, measured by a percentage of total investments.

(percentages are of entire portfolio)
Issues in Portfolio: 352
Click here for all Fund Holdings
Equity Characteristics

Top 10 Holdings

Top 10 Equity Holdings

The top 10 companies in which the portfolio invests, measured by a percentage of total investments.

(percentages are of entire portfolio)
Issues in Portfolio: 352
Click here for all Fund Holdings
Fixed Income Characteristics

Top 10 Holdings

Top 10 Equity Holdings

The top 10 companies in which the portfolio invests, measured by a percentage of total investments.

(percentages are of entire portfolio)
Issues in Portfolio: 352
Click here for all Fund Holdings

Credit Quality

(percentages are of fixed income allocation)

Important Disclosure

Holdings are subject to change.

Industry classifications provided by MSCI. MSCI makes no express or implied warranties or representations and shall have no liability whatsoever with respect to any MSCI data contained herein. The MSCI data may not be further redistributed or used as a basis for other indices or any securities or financial products. This report is not approved, reviewed or produced by MSCI.


Management & Commentary

Fund Management

Calvert Investment Management, Inc.

As investment advisor to the Calvert family of funds, Calvert Investment Management, Inc. oversees assets covering a broad range of equity, fixed-income, balanced, and asset allocation funds.

Joshua Linder,
Assistant Portfolio Manager

Natalie Trunow,
Chief Investment Officer, Equities

Matthew Duch,
Vice President and Lead Portfolio Manager

Vishal Khanduja, CFA
Vice President and Co-Portfolio Manager

Fees & Minimums

Annual Operating Expenses (deducted from Fund assets)

Description Expense
Management fees 0.690%
Distribution and service (12b-1) fees 0.250%
Other expenses 0.210%
Total annual Fund operating expenses 1.150%

Shareholder Fees (fees paid directly from your account)

Description Fee
Maximum sales charge (load) imposed on purchases
(as a percentage of offering price)
none
Maximum deferred sales charge (load)
(as a percentage of purchase or redemption
proceeds, whichever is lower)
none

Fund Expense Ratios

Description Expense
Expense Ratio
(if no waiver/reimbursement
in effect)
1.15%
Net Expense Ratio
(if waiver/reimbursement
in effect)
n/a
Gross Expense Ratio
(if waiver/reimbursement
in effect)
n/a

Important Disclosure

Management fees include the advisory fee paid by the Fund to the Advisor, and the administrative fee paid by the Fund to Calvert Investment Administrative Services, Inc., an affiliate of the Advisor.


Morningstar Style Box™

Morningstar Style

A style box is a graphical representation of a mutual fund's characteristics. Together, the vertical and horizontal axes can be used to classify a mutual fund into one of nine categories.

Large Blend

is categorized as: Large Blend

Morningstar Category™

Moderate Allocation

Risk/Return Assessment

Risk/Return Assessment

Demonstrates where the Fund falls on a risk/return spectrum, relative to other Calvert Funds. Funds with more conservative objectives and strategies would fall on the left side of the spectrum, while funds with more aggressive objectives and strategies would appear on the right.

Compared against all Calvert Funds

Calvert mutual funds are underwritten and distributed by Calvert Investment Distributors, Inc., member, FINRA, and subsidiary of Calvert Investments, Inc. 800.368.2748

Calvert Investment Management, Inc. serves as the investment advisor and provides sustainability research for the Calvert mutual funds and institutional investment strategies.

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