Share Class

Share Class

Choose which share class you wish to display on the page.


Calvert VP SRI Balanced Portfolio

Daily Performance (as of 7/23/2014)
Price $2.18
Price Change $0.00 (0.05%)
YTD Return 7.07%
Portfolio Facts (as of 7/22/2014)
Calvert Portfolio Number 942
CUSIP Number 131647208
Assets Under Management $348.46 Million
Yields (as of 6/30/2014)
30-Day SEC Yield Subsidized 1.42%
30-Day SEC Yield Unsubsidized 1.42%
12 Mth Distribution Yield
(No Charge)
0.95%

Overview

Portfolio 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: 350
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

Select additional indices to display below:

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 6/30/2014
YTD QTD 1 yr 3 yrs 5 yrs 10 yrs Since Inception Inception
Portfolio 6.43 4.33 18.45 11.18 13.63 5.72 7.43 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)
Portfolio Turnover
0.90% n/a n/a 161.0%

Hypothetical Growth of $10,000

Yearly Percentage Return

Modern Portfolio Theory Statistics* as of 6/30/2014

  Portfolio Russell 1000 Index
  3 yrs 5 yrs 3 yrs 5 yrs
Alpha 1.49% 2.10% 0.00% 0.00%
Beta 0.58 0.59 1.00 1.00
R-Squared 93.16% 94.30% 100.00% 100.00%
Sharpe Ratio 1.47 1.62 1.32 1.40
Standard Deviation 7.57% 8.37% 12.57% 13.66%
Excess Return -5.45% -5.63% 0.00% 0.00%
Information Ratio -0.97 -0.96 0.00 0.00
Tracking Error 5.63% 5.88% 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.


Pricing & Distribution

Most Recent Distributions

Portfolio
Date Type Rate Record Date Ex Date Reinvest Date Reinvest Price
12/20/2013 Dividend 0.02245 12/18/2013 12/19/2013 12/19/2013 2.01
12/20/2013 Long Term Gain 0.17582 12/18/2013 12/19/2013 12/19/2013 2.01
12/20/2013 Short Term Gain 0.01356 12/18/2013 12/19/2013 12/19/2013 2.01
12/28/2012 Dividend 0.02360 12/27/2012 12/28/2012 12/28/2012 1.89
12/29/2011 Dividend 0.02341 12/28/2011 12/29/2011 12/29/2011 1.75
12/30/2010 Dividend 0.02345 12/29/2010 12/30/2010 12/30/2010 1.69
12/30/2009 Dividend 0.03084 12/29/2009 12/30/2009 12/30/2009 1.54
12/30/2008 Dividend 0.04398 12/29/2008 12/30/2008 12/30/2008 1.24
12/30/2008 Long Term Gain 0.02457 12/29/2008 12/30/2008 12/30/2008 1.24
12/28/2007 Dividend 0.05124 12/27/2007 12/28/2007 12/28/2007 1.92
12/28/2007 Long Term Gain 0.11726 12/27/2007 12/28/2007 12/28/2007 1.92
12/28/2006 Dividend 0.04737 12/27/2006 12/28/2006 12/28/2006 2.04
12/28/2006 Long Term Gain 0.03635 12/27/2006 12/28/2006 12/28/2006 2.04
12/29/2005 Dividend 0.03488 12/28/2005 12/29/2005 12/29/2005 1.95
12/31/2004 Dividend 0.03116 12/29/2004 12/30/2004 12/30/2004 1.87
12/30/2003 Dividend 0.03178 12/30/2003 12/31/2003 12/30/2003 1.76
12/30/2002 Dividend 0.04535 12/30/2002 12/31/2002 12/30/2002 1.50
12/28/2001 Dividend 0.07036 12/28/2001 12/31/2001 12/28/2001 1.77
12/28/2001 Long Term Gain 0.03428 12/28/2001 12/31/2001 12/28/2001 1.77
12/28/2000 Dividend 0.03611 12/28/2000 12/28/2000 12/28/2000 2.02
12/28/2000 Long Term Gain 0.05979 12/28/2000 12/28/2000 12/28/2000 2.02
12/28/2000 Short Term Gain 0.00396 12/28/2000 12/28/2000 12/28/2000 2.02
12/30/1999 Dividend 0.05176 12/30/1999 12/31/1999 12/30/1999 2.17
12/30/1999 Long Term Gain 0.17596 12/30/1999 12/31/1999 12/30/1999 2.17
12/30/1999 Short Term Gain 0.00137 12/30/1999 12/31/1999 12/30/1999 2.17
12/30/1998 Dividend 0.05139 12/30/1998 12/31/1998 12/30/1998 2.13
12/30/1998 Long Term Gain 0.11216 12/30/1998 12/31/1998 12/30/1998 2.13
12/30/1998 Short Term Gain 0.00309 12/30/1998 12/31/1998 12/30/1998 2.13
12/31/1997 Dividend 0.04675 12/31/1997 1/2/1998 12/31/1997 1.98
12/31/1997 Long Term Gain 0.08941 12/31/1997 1/2/1998 12/31/1997 1.98
12/31/1997 Short Term Gain 0.01200 12/31/1997 1/2/1998 12/31/1997 1.98
12/31/1996 Dividend 0.04157 12/31/1996 1/2/1997 12/31/1996 1.77
12/31/1996 Long Term Gain 0.07720 12/31/1996 1/2/1997 12/31/1996 1.77
12/31/1996 Short Term Gain 0.02518 12/31/1996 1/2/1997 12/31/1996 1.77
12/29/1995 Dividend 0.11259 12/29/1995 12/29/1995 12/29/1995 1.70
12/29/1995 Long Term Gain 0.05447 12/29/1995 12/29/1995 12/29/1995 1.70
12/30/1994 Dividend 0.04626 12/30/1994 12/30/1994 12/30/1994 1.44
12/31/1993 Dividend 0.04520 12/31/1993 12/31/1993 12/31/1993 1.54
12/31/1992 Dividend 0.04481 12/31/1992 12/31/1992 12/31/1992 1.47
12/31/1991 Dividend 0.04981 12/31/1991 12/31/1991 12/31/1991 1.40
12/31/1990 Dividend 0.05011 12/31/1990 12/31/1990 12/31/1990 1.25
12/29/1989 Dividend 0.04229 12/29/1989 12/29/1989 12/29/1989 1.25
12/30/1988 Dividend 0.05286 12/30/1988 12/30/1988 12/30/1988 1.07
12/31/1987 Dividend 0.01925 12/31/1987 12/31/1987 12/31/1987 1.00
12/31/1986 Dividend 0.01017 12/31/1986 12/31/1986 12/31/1986 0.96

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: 350
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: 350
Click here for all Fund Holdings
Fixed Income Characteristics

Sector Distribution - Market Value Weighted as of 6/30/2014

Fund
Corporate 71.86% 78.93%
Financial Institutions 27.92% 25.78%
Industrial 43.52% 44.18%
Utility 0.42% 8.97%
Government Related 4.83% 21.09%
Agency 1.17% 6.02%
Local Authority 2.90% 4.59%
Sovereign - 5.14%
Supranational 0.76% 5.34%
Securitized 18.96% -
Asset Backed Securities 10.69% -
CMBS 7.48% -
Covered - -
CMO - -
Mortgage Backed Passthrough 0.79% -
Treasury 2.17% -
Cash and Cash Equivalents 1.12% -
Municipals 1.06% -
Municipals 1.06% -
Total 100.00%  
(percentages are of fixed income allocation)

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: 350
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

Portfolio 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 Portfolio assets)

Description Expense
Management fees 0.690%
Distribution and service (12b-1) fees none
Other expenses 0.210%
Total annual Portfolio operating expenses 0.900%

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

Portfolio Expense Ratios

Description Expense
Expense Ratio
(if no waiver/reimbursement
in effect)
0.90%
Net Expense Ratio
(if waiver/reimbursement
in effect)
n/a
Gross Expense Ratio
(if waiver/reimbursement
in effect)
n/a

Investment Minimums

Description Minimum
Minimum Initial Investment n/a
Minimum Initial Investment for IRA n/a
Minimum Subsequent Investment 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 Portfolio falls on a risk/return spectrum, relative to other Calvert Funds. Portfolios 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 Portfolios

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.

This site intended for citizens and permanent residents of the United States of America.