Overview

Description

The Calvert US 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 the 1000 largest US-based companies by market cap. The Index is reconstituted semiannually and rebalanced quarterly.
 

Historical Returns (%) as of Mar 31, 2018

Annualized
1 Mo. 3 Mos. YTD 1 Yr. 3 Yrs. 5 Yrs. 10 Yrs.
Calvert US Large-Cap Core Responsible Index -2.25 -0.07 -0.07 13.79 10.25 13.94 10.33
Russell 1000® Index1 -2.27 -0.69 -0.69 13.98 10.38 13.16 9.60
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 (%)2,3 as of Mar 31, 2018

Apple Inc
Alphabet Inc - CL A
Amazon.com Inc
Microsoft Corp
Facebook Inc
Bank of America Corp
Johnson & Johnson
Procter & Gamble Co
Visa Inc
Coca-Cola Co
Total 21.60

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.


Performance

Historical Returns (%) as of Mar 31, 2018

Annualized
1 Mo. 3 Mos. YTD 1 Yr. 3 Yrs. 5 Yrs. 10 Yrs.
Calvert US Large-Cap Core Responsible Index -2.25 -0.07 -0.07 13.79 10.25 13.94 10.33
Russell 1000® Index1 -2.27 -0.69 -0.69 13.98 10.38 13.16 9.60
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 (%)

2008 2009 2010 2011 2012 2013 2014 2015 2016 2017
Calvert US Large-Cap Core Responsible Index -38.07 35.12 13.98 0.22 18.00 35.69 14.77 1.44 11.03 21.46
Russell 1000® Index1 -37.60 28.43 16.10 1.50 16.42 33.11 13.24 0.92 12.05 21.69

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.


Portfolio

Index Statistics as of Mar 31, 2018

Median Market Cap $9.0B
Average Market Cap $173.3B
Price/Earnings Ratio 16.99
Price/Book Ratio 3.32
Number of Constituents 742

GICS Sector Breakdown (%)3 as of Mar 31, 2018

Sector Index
Consumer Discretionary 13.65
Consumer Staples 7.91
Energy 1.17
Financials 16.43
Health Care 13.93
Industrials 11.49
Information Technology 26.76
Materials 3.44
Real Estate 0.14
Telecom Services 1.91
Utilities 3.16
 

Index Constituents (%)4 as of Feb 28, 2018

Holding % of Index
Apple Inc 3.92%
Amazon.com Inc 3.12%
Microsoft Corp 3.10%
Alphabet Inc - CL A 2.83%
Facebook Inc 1.82%
Bank of America Corp 1.81%
Johnson & Johnson 1.80%
Procter & Gamble Co 1.21%
Citigroup Inc 1.16%
Pfizer Inc 1.12%
View All

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.


Literature

Literature

White Papers

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Holdings

Download - Last updated: Apr 10, 2018

Index Rules and Methodology

Download - Last updated: Jan 1, 2018