Calvert Equity Portfolio

  • CEYIXTicker Symbol
  • 131618795Cusip Number
  • 798Calvert Fund Number
  • $44.21As of 2/17/17
  • $0.11 Price ChangeAs of 2/17/17
  • 5.46% YTD ReturnNo Charge

Why Invest

The Fund seeks growth of capital through investment in stocks believed to offer opportunities for potential capital appreciation.


Investment Risks

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; individual investments of the Fund may not perform as expected; and/or the Fund's portfolio management practices may not achieve the desired result. In addition, 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. Investing primarily in responsible investments carries the risk that, under certain market conditions, the Fund may underperform funds that do not utilize a responsible investment strategy. In evaluating a company, the Advisor is dependent upon information and data that may be incomplete, inaccurate or unavailable, which could cause the Advisor to incorrectly assess a company's ESG performance.


Average Annual Total Returns (%)

Period Ending 1/31/17

Period Ending 12/31/16

Period Ending 1/31/17

QTD YTD 1-YR 3-YR 5-YR 10-YR Since Fund Inception 8/24/1987
Calvert Equity Portfolio w/o sales charge 2.65% 2.65% 10.81% 8.25% 12.08% 7.45% 8.28%
Russell 1000® Growth Index 3.37% 3.37% 17.23% 10.82% 13.93% 8.42% 8.85%
S&P 500 Index 1.90% 1.90% 20.04% 10.85% 14.09% 6.99% n/a
Lipper Large-Cap Growth Funds Index 4.70% 4.70% 14.37% 7.91% 12.50% 6.95% 7.81%

Period Ending 12/31/16

QTD YTD 1-YR 3-YR 5-YR 10-YR Since Fund Inception 8/24/1987
Calvert Equity Portfolio w/o sales charge -0.92% 2.71% 2.71% 6.08% 12.71% 7.31% 8.21%
Russell 1000® Growth Index 1.01% 7.08% 7.08% 8.55% 14.50% 8.33% 8.76%
S&P 500 Index 3.82% 11.96% 11.96% 8.87% 14.66% 6.95% n/a
Lipper Large-Cap Growth Funds Index -1.93% 0.54% 0.54% 5.42% 12.96% 6.73% 7.66%

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. Performance assumes the reinvestment of all distributions, and reflects the deduction of fund expenses and applicable fees. Indices reflect no deductions for fees or expenses. An investor cannot invest directly in an index. Returns for periods of less than one year are not annualized.


Investment Team

Joseph Hudepohl, CFA

Managing Director and Principal, Atlanta Capital Management Company, LLC

Lance Garrison, CFA

Vice President and Principal, Atlanta Capital Management Company, LLC

Jeffrey Miller, CFA

Vice President and Principal, Atlanta Capital Management Company, LLC

Robert Walton, CFA

Vice President and Principal, Atlanta Capital Management Company, LLC

Fees source: Fund prospectus. Net expense ratio reflects a contractual expense reimbursement that continues through 1/31/18. Without the reimbursement, performance would have been lower.

Except as otherwise noted, all performance results are calculated from the date of inception of the fund's earliest class of shares (the "Initial Fund Inception Date"). For share classes launched subsequent to the Initial Fund Inception Date, returns prior to the share class' inception date are linked to the performance of that fund's Class A shares at NAV (i.e., without deduction of any front-end sales charge). Actual share class performance would have been lower (Class C and Class R shares) or higher (Class Y and Class I shares) for any such period, depending on whether that share class has higher or lower expenses than Class A shares. Actual share class inception dates are displayed in the "Fund at a Glance" portion of a fund's profile.

Style Analysis

The Morningstar Style Box reveals a fund's investment style as of the date noted on this report. For fixed income funds, the vertical axis shows the credit quality of the bonds owned and the horizontal axis shows interest rate sensitivity as measured by a bond's effective duration.

Morningstar seeks credit rating information from fund companies on a periodic basis (e.g., quarterly). In compiling credit rating information, Morningstar instructs fund companies to only use ratings that have been assigned by the following Nationally Recognized Statistical Rating Organizations (NRSROs): Moody's, Standard & Poor's, Fitch, and Egan-Jones. If two NRSROs have rated a security, fund companies are to report the lowest rating; if three or more NRSROs have rated the same security differently, fund companies are to report the rating that is in the middle. For example, if NRSRO X rates a security AA-. NRSRO Y rates the same security an A and NRSRO Z rates it a BBB+, the fund company should use the credit rating of 'A' in its reporting to Morningstar. PLEASE NOTE: Morningstar, Inc. is not itself an NRSRO nor does it issue a credit rating on the fund. An NRSRO rating on a fixed-income security can change from time-to-time.

For credit quality, Morningstar combines the credit rating information provided by the fund companies with an average default rate calculation to come up with a weighted-average credit quality. The weighted-average credit quality is currently a letter that roughly corresponds to the scale used by a leading NRSRO. Bond funds are assigned a style box placement of "low", "medium", or "high" based on their average credit quality. Funds with a low credit quality are those whose weighted-average credit quality is determined to be less than "BBB-"; medium are those less than "AA-", but greater or equal to "BBB-"; and high are those with a weighted-average credit quality of "AA-" or higher. When classifying a bond portfolio, Morningstar first maps the NRSRO credit ratings of the underlying holdings to their respective default rates (as determined by Morningstar's analysis of actual historical default rates). Morningstar then averages these default rates to determine the average default rate for the entire bond fund. Finally, Morningstar maps this average default rate to its corresponding credit rating along a convex curve.

For Interest-rate sensitivity, Morningstar obtains from fund companies the average effective duration. Generally, Morningstar classifies a fixed-income fund's interest-rate sensitivity based on the effective duration of the Morningstar Core Bond Index (MCBI), which is currently three years. The classification of Limited will be assigned to those funds whose average effective duration is between 25% to 75% of MCBI's average effective duration; funds whose average effective duration is between 75% to 125% of the MCBI will be classified as Moderate; and those that are at 125% or greater of the average effective duration of the MCBI will be classified as Extensive.


Average Annual Total Returns (%)

Period Ending 1/31/17

Period Ending 12/31/16

Period Ending 1/31/17

  QTD YTD 1-YR 3-YR 5-YR 10-YR Since Fund Inception 8/24/1987
Calvert Equity Portfolio w/o sales charge 2.65% 2.65% 10.81% 8.25% 12.08% 7.45% 8.28%
Russell 1000® Growth Index 3.37% 3.37% 17.23% 10.82% 13.93% 8.42% 8.85%
S&P 500 Index 1.90% 1.90% 20.04% 10.85% 14.09% 6.99% n/a
Lipper Large-Cap Growth Funds Index 4.70% 4.70% 14.37% 7.91% 12.50% 6.95% 7.81%

Period Ending 12/31/16

  QTD YTD 1-YR 3-YR 5-YR 10-YR Since Fund Inception 8/24/1987
Calvert Equity Portfolio w/o sales charge -0.92% 2.71% 2.71% 6.08% 12.71% 7.31% 8.21%
Russell 1000® Growth Index 1.01% 7.08% 7.08% 8.55% 14.50% 8.33% 8.76%
S&P 500 Index 3.82% 11.96% 11.96% 8.87% 14.66% 6.95% n/a
Lipper Large-Cap Growth Funds Index -1.93% 0.54% 0.54% 5.42% 12.96% 6.73% 7.66%

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. Performance assumes the reinvestment of all distributions, and reflects the deduction of fund expenses and applicable fees. Indices reflect no deductions for fees or expenses. An investor cannot invest directly in an index. Returns for periods of less than one year are not annualized.


Annual Returns

Without Sales Charge


Hypothetical Growth of $10,000

Chart depicts the value of a hypothetical $10,000 investment in the Fund over the past 10 years (or since inception for funds lacking 10-year history). Investment performance assumes the re-investment of dividends and capital gains, but does not reflect any applicable sales charges which, if included, would have reduced these returns.


Historical Pricing


Modern Portfolio Theory Statistics

As of 1/31/17

Fund (A Shares) Russell 1000® Growth Index
3 yrs 5 yrs 3 yrs 5 yrs
Alpha -0.89% -0.69% - -
Beta 0.85 0.93 1.00 1.00
R-Squared 95.71% 93.26% 100.00% 100.00%
Sharpe Ratio 0.83 1.16 0.96 1.29
Standard Deviation 9.76% 10.28% 11.21% 10.72%
Excess Return -2.57% -1.85% - -
Information Ratio -0.98 -0.66 - -
Tracking Error 2.61% 2.78% - -

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.

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.

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.

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.

Excess Return is return in excess of the risk-free rate or in excess of a benchmark.

Information Ratio is a measure of the consistency of excess return of a mutual fund as compared to its benchmark.

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.

Fees source: Fund prospectus. Net expense ratio reflects a contractual expense reimbursement that continues through 1/31/18. Without the reimbursement, performance would have been lower.

Except as otherwise noted, all performance results are calculated from the date of inception of the fund's earliest class of shares (the "Initial Fund Inception Date"). For share classes launched subsequent to the Initial Fund Inception Date, returns prior to the share class' inception date are linked to the performance of that fund's Class A shares at NAV (i.e., without deduction of any front-end sales charge). Actual share class performance would have been lower (Class C and Class R shares) or higher (Class Y and Class I shares) for any such period, depending on whether that share class has higher or lower expenses than Class A shares. Actual share class inception dates are displayed in the "Fund at a Glance" portion of a fund's profile.


Holdings

As of 1/31/17

Holding Percent of fund
Visa Inc Class A Shares 4.87%
Alphabet Inc Cl C 4.68%
Thermo Fisher Scientific Inc 4.57%
Microsoft Corp 3.90%
Cvs Health Corp 3.41%
Lowe S Cos Inc 3.40%
Amphenol Corp Cl A 3.28%
Mastercard Inc A 3.27%
Dollar Tree Inc 3.20%
Ecolab Inc 3.19%

As of 1/31/17

Holding Percent of fund
VISA INC CLASS A SHARES 4.87%
ALPHABET INC CL C 4.68%
THERMO FISHER SCIENTIFIC INC 4.57%
MICROSOFT CORP 3.90%
CVS HEALTH CORP 3.41%
LOWE S COS INC 3.40%
AMPHENOL CORP CL A 3.28%
MASTERCARD INC A 3.27%
DOLLAR TREE INC 3.20%
ECOLAB INC 3.19%
DANAHER CORP 2.87%
MONDELEZ INTERNATIONAL INC A 2.84%
PRAXAIR INC 2.76%
ZOETIS INC 2.75%
WALT DISNEY CO/THE 2.54%
3M CO 2.40%
PRICELINE GROUP INC/THE 2.26%
APPLE INC 2.22%
FACEBOOK INC A 2.20%
IDEX CORP 2.13%
COMCAST CORP CLASS A 2.07%
ACCENTURE PLC CL A 1.98%
ROSS STORES INC 1.82%
PEPSICO INC 1.78%
FORTIVE CORP 1.74%
MARSH + MCLENNAN COS 1.69%
LABORATORY CRP OF AMER HLDGS 1.65%
STARBUCKS CORP 1.61%
COCA COLA CO/THE 1.59%
WHOLE FOODS MARKET INC 1.51%
GILEAD SCIENCES INC 1.51%
ESTEE LAUDER COMPANIES CL A 1.50%
HENRY SCHEIN INC 1.50%
TEXAS INSTRUMENTS INC 1.47%
NIKE INC CL B 1.45%
TJX COMPANIES INC 1.45%
CERNER CORP 1.36%
VERISK ANALYTICS INC 1.11%
SCHWAB (CHARLES) CORP 1.09%
JOHNSON + JOHNSON 1.01%
BRISTOL MYERS SQUIBB CO 0.94%
NOVARTIS AG SPONSORED ADR 0.66%
FISERV INC 0.52%
CALVERT SOCIAL FOUNDATION NOTE 0.49%
BIOGEN INC 0.43%
AMC NETWORKS INC A 0.30%
RENEWABLE ENERGY ASIA FUND LP 0.09%
IMPACTASSETS INC 0.08%
SEAF GLOBAL SME FACILITY 0.08%
CORE INNOVATIONS CAPITAL I LP 0.06%
IMPACTASSETS INC 0.06%
FIRST ANALYSIS PRIVATE EQUITY 0.05%
GROSOLAR DEFERRED 0.04%
DBL EQUITY FUND BAEF II LP 0.04%
LEAPFROG INVESTMENTS LLC 0.04%
NEW MARKETS EDUCATION PRTNR LP 0.04%
IVY CAPITAL (PROPRIETARY) LTD 0.03%
SJF VENTURES III LP 0.03%
SEAF GLOBAL SME FACILITY ACPL 0.03%
WESTLY CAP PARTNERS FUND II LP 0.03%
ARBORVIEW CAPITAL PARTENERS LP 0.03%
SUSTAINABLE JOB FUND 0.03%
MARRONE BIO INNOVATIONS INC 0.03%
CHINA ENVIONMENT FUND III LP 0.03%
IGNIA FUND I LP 0.02%
AFRICA RENEWABLE ENERGY 0.02%
SEAF GLOBAL SME TFPL 0.02%
ENTOUCH SERIES C 0.02%
PRESENCELEARNING INC 0.02%
OWL VENTURES LP 0.02%
DBL PARTNERS III LP 0.02%
NEW MARKETS VENTURE PRTNRS II 0.02%
PRESENCE LEARNING SERIES B PRE 0.01%
IMPACT VENTURES II LP 0.01%
GRADUATION ALLIANCE SERIES D 0.01%
ADOBE CAPITAL SOCIAL MEZZANINE 0.01%
COASTAL VENTURES III LP 0.01%
BRIDGES VENTURES U.S SUSTAINAB 0.01%
CROSS CULTURE VENTURES I, LP 0.01%
ACCION FRONTIER INCLUSION FUND 0.01%
GRADUATION ALLIANCE 0.01%
PRESENCELEARING SERIES A 2 0.01%
SHANGRI LA FARMS SERIES A 0.00%
DIGITAL DIRECTIONS INTL INC 0.00%
EXCENT CORPORATION CONTINGENT 0.00%
BLACKSTONE CLEAN TECH PRTNS LP 0.00%
ONE EARTH GROUP LIMITED II 0.00%
CHINA ENVIROMENT FUND 0.00%
2020 GENESYSTEMS 0.00%
ONE EARTH GROUP LT CONV NOTE 0.00%
SEAF INDIA INTL GROWTH FUND 0.00%
GRADUATION ALLIANCE WTS 0.00%
GRADUATION ALLIANCE COMMON STO 0.00%
ORTEQ BIOENGINEERING LTD 0.00%
NEW DAY FARMS SERIES B 0.00%
SEAF GBL SME FAC SEALED ENVLP 0.00%
ORTEQ BIOENGINEERING NOTE 0.00%
SEAF GLOBL SME FACILITY SYMBIO 0.00%
SWORD DIAGNOSTICS 0.00%
NAPO PHARMACEUTICALS INC 0.00%
HEALTHSOUTH CORP 0.00%
VILLAGE LAUNDRY SERVICES INC 0.00%
NEW DAY FARMS CONV BRIDGE NOTE 0.00%

Total Issues in Portfolio : 103


Industry Market Breakdown

As of 1/31/17

Industry Fund Russell 1000® Growth Index
Cash/Equiv. 1.97% 0.00%
Consumer Disc. 20.44% 21.02%
Consumer Stap. 12.83% 9.33%
Energy 0.00% 0.58%
Financials 2.82% 2.86%
Health Care 19.06% 15.87%
Industrials 7.50% 10.85%
Info. Tech. 29.51% 31.98%
Materials 5.88% 3.65%
Real Estate 0.00% 2.69%
Telecom Svcs 0.00% 1.15%
Utilities 0.00% 0.03%

Asset Type Breakdown

As of 1/31/17

Type Fund
Equity 97.30%
Cash & Equivalents 1.94%
Fixed Income 0.77%

Top 10 Countries

As of 1/31/17

Country Fund
UNITED STATES 99.32%
SWITZERLAND 0.68%

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.

Allocation percentages may not add to 100% due to rounding. Negative Cash positions may occur as the result of varying settlement schedules for securities.

Holdings are as of the date shown above, may change at any time and are not recommendations to buy or sell any security.


Dividend Distribution

For Year
Date Rate Record Date Ex Date Reinvest Date Reinvest Price
No data for selected date range
Date Rate Record Date Ex Date Reinvest Date Reinvest Price
12/28/16 0.27013 12/23/16 12/27/16 12/27/16 $42.48
Date Rate Record Date Ex Date Reinvest Date Reinvest Price
12/28/16 0.27013 12/23/16 12/27/16 12/27/16 $42.48
12/30/15 0.3027 12/28/15 12/29/15 12/29/15 $45.84
12/30/14 0.19451 12/26/14 12/29/14 12/29/14 $53.84
12/27/13 0.2233 12/24/13 12/26/13 12/26/13 $51.91
12/28/12 0.04066 12/26/12 12/27/12 12/27/12 $41.28
12/24/09 0.10936 12/22/09 12/23/09 12/23/09 $32.42

Capital Gain Distribution

For Year
Date Type Rate Record Date Ex Date Reinvest Date Reinvest Price
No data for selected date range
Date Type Rate Record Date Ex Date Reinvest Date Reinvest Price
12/8/16 Long Term Gain 4.10358 12/6/16 12/7/16 12/7/16 $42.62
Date Type Rate Record Date Ex Date Reinvest Date Reinvest Price
12/8/16 Long Term Gain 4.10358 12/6/16 12/7/16 12/7/16 $42.62
12/11/15 Long Term Gain 10.126 12/9/15 12/10/15 12/10/15 $45.73
12/12/14 Short Term Gain 0.15381 12/10/14 12/11/14 12/11/14 $52.61
12/12/14 Long Term Gain 4.66424 12/10/14 12/11/14 12/11/14 $52.61
12/6/13 Long Term Gain 1.99246 12/4/13 12/5/13 12/5/13 $50.40
12/7/12 Long Term Gain 0.05463 12/5/12 12/6/12 12/6/12 $41.30
12/8/11 Long Term Gain 1.69753 12/6/11 12/7/11 12/7/11 $36.64
12/4/08 Long Term Gain 1.9165 12/2/08 12/3/08 12/3/08 $23.39
12/7/07 Long Term Gain 2.42771 12/5/07 12/6/07 12/6/07 $40.92
12/8/06 Long Term Gain 1.59346 12/6/06 12/7/06 12/7/06 $38.84
12/9/05 Long Term Gain 0.59211 12/7/05 12/8/05 12/8/05 $36.91
12/6/02 Long Term Gain 0.02431 12/4/02 12/5/02 12/5/02 $27.28
12/7/01 Long Term Gain 0.88308 12/5/01 12/6/01 12/6/01 $31.66
12/8/00 Short Term Gain 0.19164 12/6/00 12/7/00 12/7/00 $31.85
12/8/00 Long Term Gain 1.43991 12/6/00 12/7/00 12/7/00 $31.85
12/23/99 Long Term Gain 1.8311 12/21/99 12/22/99 12/22/99 $28.82

Calvert Research and Management does not provide tax advice, and nothing on this site should be construed as tax advice. Before acting on any such information, consult your own accountant or tax advisor.


TODO: Whatever ready to invest is