Overview

Description

The Calvert U.S. Large Cap Core Responsible Index (CALCOR) is composed of companies that operate their businesses in a manner that is consistent with the Calvert Principles for Responsible Investment and are selected from the universe of companies included in the S-Network U.S. Equity Large Cap 1000 Index. The Index is reconstituted semi-annually (June and December) and rebalanced quarterly.

See "Rules and Methodology" under "Related Content" for the Index selection and weighting methodology.

Historical Returns (%)as of Jun 30, 2017

Annualized
1 Mo. 3 Mos. YTD 1 Yr. 3 Yrs. 5 Yrs. 10 Yrs.
07/31/2017
Calvert U.S. Large Cap Core Responsible Index 1.75 3.69 11.76 16.36 11.26 15.61 8.36
Russell 1000® Index1 1.98 4.00 11.44 15.95 10.57 14.84 7.83
06/30/2017
Calvert U.S. Large Cap Core Responsible Index 0.53 2.98 9.84 19.30 10.18 15.40 7.81
Russell 1000® Index1 0.70 3.06 9.27 18.03 9.25 14.66 7.28
Performance of the Index does not reflect the deduction of fees and expenses that would typically be associated with an actual investment and do not represent the performance of the Calvert Fund that seeks to replicate the Index. Investors cannot invest directly in the Index. Performance less than or equal to one year is cumulative.

Index Facts

Price Ticker Symbol CALCOR
Total Return Ticker Symbol CALCORTR

Top 10 Constituents (%)as of Jun 30, 2017

Apple Inc
Alphabet Inc - CL A
Microsoft Corp
Amazon.com Inc
Facebook Inc
Johnson & Johnson
General Electric Co
Bank of America Corp
Procter & Gamble Co
Citigroup Inc
Total 21.01

See "Rules and Methodology" under "Related Content" for the Index selection and weighting methodology. On June 19, 2015, the Calvert Social Index was renamed the Calvert U.S. Large Cap Core Responsible Index and changed certain of its construction methodologies, including the adoption of the Calvert Principles and a sector-constrained capitalization weighting approach. All data prior to June 19, 2015, reflect the Index’s prior construction methodologies, including Calvert Signature criteria and a modified market capitalization weighting approach. For details see the Rules and Methodology.


Performance

Historical Returns (%)as of Jun 30, 2017

Annualized
1 Mo. 3 Mos. YTD 1 Yr. 3 Yrs. 5 Yrs. 10 Yrs.
07/31/2017
Calvert U.S. Large Cap Core Responsible Index 1.75 3.69 11.76 16.36 11.26 15.61 8.36
Russell 1000® Index1 1.98 4.00 11.44 15.95 10.57 14.84 7.83
06/30/2017
Calvert U.S. Large Cap Core Responsible Index 0.53 2.98 9.84 19.30 10.18 15.40 7.81
Russell 1000® Index1 0.70 3.06 9.27 18.03 9.25 14.66 7.28
Performance of the Index does not reflect the deduction of fees and expenses that would typically be associated with an actual investment and do not represent the performance of the Calvert Fund that seeks to replicate the Index. Investors cannot invest directly in the Index. Performance less than or equal to one year is cumulative.

Calendar Year Returns (%)

2007 2008 2009 2010 2011 2012 2013 2014 2015 2016
Calvert U.S. Large Cap Core Responsible Index 3.15 -38.07 35.12 13.98 0.22 18.00 35.69 14.77 1.44 11.03
Russell 1000® Index1 5.77 -37.60 28.43 16.10 1.50 16.42 33.11 13.24 0.92 12.05

See "Rules and Methodology" under "Related Content" for the Index selection and weighting methodology. On June 19, 2015, the Calvert Social Index was renamed the Calvert U.S. Large Cap Core Responsible Index and changed certain of its construction methodologies, including the adoption of the Calvert Principles and a sector-constrained capitalization weighting approach. All data prior to June 19, 2015, reflect the Index’s prior construction methodologies, including Calvert Signature criteria and a modified market capitalization weighting approach. For details see the Rules and Methodology.


Portfolio

Index Statisticsas of Jun 30, 2017

Median Market Cap $8.1B
Average Market Cap $148.3B
Price/Earnings Ratio 18.44
Price/Book Ratio 3.18
Number of Constituents 738

GICS Sector Breakdown (%)as of Jun 30, 2017

Sector Index
Consumer Discretionary 13.63
Consumer Staples 9.19
Energy 1.21
Financials 15.76
Health Care 15.15
Industrials 11.31
Information Technology 24.39
Materials 3.53
Real Estate 0.12
Telecom Services 2.18
Utilities 3.54

Index Constituents (%)2as of Jun 30, 2017

Holding % of Index
Apple Inc 3.54%
Alphabet Inc - CL A 3.00%
Microsoft Corp 2.51%
Amazon.com Inc 2.07%
Facebook Inc 2.06%
Johnson & Johnson 1.99%
General Electric Co 1.64%
Bank of America Corp 1.53%
Procter & Gamble Co 1.50%
Citigroup Inc 1.17%
View All

See "Rules and Methodology" under "Related Content" for the Index selection and weighting methodology. On June 19, 2015, the Calvert Social Index was renamed the Calvert U.S. Large Cap Core Responsible Index and changed certain of its construction methodologies, including the adoption of the Calvert Principles and a sector-constrained capitalization weighting approach. All data prior to June 19, 2015, reflect the Index’s prior construction methodologies, including Calvert Signature criteria and a modified market capitalization weighting approach. For details see the Rules and Methodology.


Insights & Analysis

Commentary

No commentary information is currently available.

See "Rules and Methodology" under "Related Content" for the Index selection and weighting methodology. On June 19, 2015, the Calvert Social Index was renamed the Calvert U.S. Large Cap Core Responsible Index and changed certain of its construction methodologies, including the adoption of the Calvert Principles and a sector-constrained capitalization weighting approach. All data prior to June 19, 2015, reflect the Index’s prior construction methodologies, including Calvert Signature criteria and a modified market capitalization weighting approach. For details see the Rules and Methodology.

Attribution

No attribution information is currently available.

See "Rules and Methodology" under "Related Content" for the Index selection and weighting methodology. On June 19, 2015, the Calvert Social Index was renamed the Calvert U.S. Large Cap Core Responsible Index and changed certain of its construction methodologies, including the adoption of the Calvert Principles and a sector-constrained capitalization weighting approach. All data prior to June 19, 2015, reflect the Index’s prior construction methodologies, including Calvert Signature criteria and a modified market capitalization weighting approach. For details see the Rules and Methodology.


Literature

Literature

Fact Sheet

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White Papers

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