| RISK MEASURES (3-Year)As of 3/31/2013 |
| |
FUND |
BENCHMARK |
| STANDARD DEVIATION |
6.45% |
6.50% |
| ALPHA |
-0.59% |
0.00% |
| BETA |
0.99 |
1.00 |
| EXCESS RETURN |
-0.88% |
0.00% |
| R-SQUARED |
99.93% |
100.00% |
| TRACKING ERROR |
0.18% |
0.00% |
| INFORMATION RATIO |
-4.89 |
0.00 |
| SHARPE RATIO |
3.14 |
3.26 |
Source: Zephyr StyleAdvisor using MorningstarTM and/or Lipper data.
| MARKET CAPITALIZATIONAs of 3/31/2013 ($ Millions) |
| |
FUND |
BENCHMARK |
| Weighted Average |
87,210.5 |
86,770.6 |
| Median |
4,743.7 |
4,743.7 |
| Weighted Median |
42,355.5 |
42,355.5 |
Source: Analysis performed by FactSet.
| TOP HOLDINGSAs of 3/31/2013 |
| Holding |
% of Net Assets |
| APPLE INC |
4.44% |
| JOHNSON + JOHNSON |
2.42% |
| INTL BUSINESS MACHINES CORP |
2.38% |
| MICROSOFT CORP |
2.29% |
| GOOGLE INC CL A |
2.26% |
| PROCTER + GAMBLE CO/THE |
2.25% |
| AT+T INC |
2.14% |
| JPMORGAN CHASE + CO |
1.95% |
| WELLS FARGO + CO |
1.93% |
| COCA COLA CO/THE |
1.65% |
| Total |
23.71% |
The Fund may or may not still invest in, and no action is recommended
on, companies listed. For the most recently available information on the Fund's
holdings, visit
www.calvert.com.
| ASSET ALLOCATION% of assets as of 3/31/2013 |
| |
Equity |
Fixed Income |
Cash |
|
Calvert Social Index Fund
|
99.23%
|
0.00%
|
0.77%
|
Source: State Street Bank & Trust Company
| VALUATIONKey Portfolio Statistics as of 3/31/2013 |
| |
1 YEAR P/E |
3 YEAR EPS GROWTH |
RETURN ON
EQUITY |
PRICE TO
CASH FLOW |
PRICE TO
BOOK |
Dividend
Yield |
| PROJECTED |
TRAILING |
PROJECTED |
TRAILING |
| Calvert Social Index Fund |
14.7 |
16.5 |
12.5% |
24.6% |
19.7% |
10.8 |
2.5 |
1.8 |
| Calvert Social Index |
14.7 |
16.5 |
12.5% |
24.6% |
19.7% |
10.8 |
2.5 |
1.8 |
Source: Analysis performed by FactSet.
|
PERFORMANCE
Average Annual Returns (%) for Period Ended 3/31/2013
|
| |
QTR |
YTD |
1 YEAR |
3 YEARS |
5 YEARS |
10 YEARS |
SINCE
INCEPTION |
INCEPTION
DATE |
|
A Shares (NAV)
|
10.47 |
10.47 |
11.71 |
11.25 |
5.51 |
7.07 |
0.51 |
6/30/2000 |
| Calvert Social Index |
10.81 |
10.81 |
12.64 |
12.12 |
6.84 |
8.14 |
1.45 |
|
| Lipper Multi-Cap Core Funds Index |
10.74 |
10.74 |
14.19 |
11.32 |
5.68 |
9.06 |
3.22 |
|
The performance data quoted represents past performance, which does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost. Current performance may be higher or lower than the performance data quoted. Index reflects no deductions for fees or expenses. An investor cannot invest directly in an index. Visit www.calvert.com to obtain performance data current to the most recent month-end. Returns for periods of less than one year are not annualized.
| PERFORMANCE ATTRIBUTIONRelative to the Russell 1000 Index for the quarter ending 3/31/2013 |
|
| TOP CONTRIBUTORS BY SECTORQuarter ended 3/31/2013 |
| Sector |
Average Weight |
Return |
Contribution |
| Financials |
17.91% |
12.42% |
2.21% |
| Health Care |
12.10% |
16.46% |
1.93% |
| Consumer Discretionary |
13.57% |
12.04% |
1.62% |
| Information Technology |
29.23% |
5.26% |
1.59% |
| Consumer Staples |
10.47% |
15.19% |
1.55% |
| TOP CONTRIBUTORS BY HOLDINGQuarter ended 3/31/2013 |
| Holding |
Average Weight |
Return |
Contribution |
| Johnson & Johnson |
2.38% |
17.24% |
0.40% |
| Procter & Gamble Co. |
2.31% |
14.43% |
0.33% |
| International Business Machines Corp. |
2.44% |
11.83% |
0.29% |
| Google Inc. Cl A |
2.36% |
11.93% |
0.28% |
| AT&T Inc. |
2.28% |
10.27% |
0.24% |
| BOTTOM CONTRIBUTORS BY SECTORQuarter ended 3/31/2013 |
| Sector |
Average Weight |
Return |
Contribution |
| Materials |
1.61% |
8.93% |
0.15% |
| Utilities |
1.07% |
15.09% |
0.16% |
| Telecomm Services |
3.14% |
5.95% |
0.20% |
| Energy |
2.30% |
14.83% |
0.33% |
| Industrials |
8.59% |
12.31% |
1.05% |
| BOTTOM CONTRIBUTORS BY HOLDINGQuarter ended 3/31/2013 |
| Holding |
Average Weight |
Return |
Contribution |
| Apple Inc. |
5.01% |
-16.49% |
-1.02% |
| EMC Corp. |
0.58% |
-5.57% |
-0.04% |
| Rackspace Hosting Inc. |
0.09% |
-32.03% |
-0.03% |
| CenturyLink Inc. |
0.27% |
-8.80% |
-0.02% |
| Capital One Financial Corp. |
0.37% |
-5.06% |
-0.02% |
Source: Analysis performed by FactSet.
Equity holdings only.
Return calculation is based on daily holding periods and excludes all fund expenses and trading costs.
Portfolio weight is calculated as the average weight over the quarter.
The performance data quoted represents past
performance, which does not guarantee future results. Current performance may
differ from that shown. The statistical information above is taken from sources
believed to be reliable but cannot be guaranteed as to accuracy.
| 10 BEST PERFORMERS FOR THE QUARTER as of 3/31/2013 |
| Rank |
Company |
Industry |
Return |
| 1 |
Netflix Inc. |
Consumer Discretionary |
104.15% |
| 2 |
Best Buy Co. Inc. |
Consumer Discretionary |
88.35% |
| 3 |
Hewlett-Packard Co. |
Information Technology |
68.35% |
| 4 |
Tempur-Pedic International Inc. |
Consumer Discretionary |
57.61% |
| 5 |
Micron Technology Inc. |
Information Technology |
57.17% |
| 6 |
Starz Liberty Capital Series A |
Consumer Discretionary |
53.60% |
| 7 |
LinkedIn Corporation |
Information Technology |
53.34% |
| 8 |
Seattle Genetics Inc. |
Health Care |
53.06% |
| 9 |
Cheniere Energy Inc. |
Energy |
49.09% |
| 10 |
Alaska Air Group Inc. |
Industrials |
48.43% |
| 10 WORST PERFORMERS FOR THE QUARTER as of 3/31/2013 |
| Rank |
Company |
Industry |
Return |
| 1 |
NII Holdings Inc. |
Telecomm Services |
-39.27% |
| 2 |
Rackspace Hosting Inc. |
Information Technology |
-32.03% |
| 3 |
VeriFone Systems Inc. |
Information Technology |
-30.32% |
| 4 |
Riverbed Technology Inc. |
Information Technology |
-24.39% |
| 5 |
Cirrus Logic Inc. |
Information Technology |
-21.47% |
| 6 |
GrafTech International Ltd. |
Industrials |
-18.21% |
| 7 |
VIVUS Inc. |
Health Care |
-18.03% |
| 8 |
Garmin Ltd. |
Consumer Discretionary |
-18.01% |
| 9 |
Ulta Salon Cosmetics & Frg Inc. |
Consumer Discretionary |
-17.39% |
| 10 |
Apple Inc. |
Information Technology |
-16.49% |
Investment in mutual funds involves risk, including possible loss of principal invested. You could lose money on your investment in the Fund or the Fund could underperform because of the following risks: the market prices of stocks held by the Fund may fall. An index fund has operating expenses; a market index does not. An index fund has operating expenses; a market index does not. Although expected to track its target index as closely as possible while satisfying its investment criteria, the Fund will not be able to match the performance of the index exactly. It is not possible to invest directly in an index. Large-cap companies may be unable to respond quickly to new competitive challenges, such as changes in technology, and also may not be able to attain the high growth rate of successful smaller companies, especially during periods of economic expansion.
Holdings are subject to change.
Net assets include all share classes.
Calvert funds are available at NAV for RIAs and Wrap Programs. Not all funds available at all firms.
|
G200ATT
|
FOR INSTITUTIONAL INVESTOR AND BROKER/DEALER USE ONLY. NOT FOR PUBLIC DISTRIBUTION. |
