Overview

Description

The Calvert U.S. Large Cap Value Responsible Index (CALVAL) is composed of companies that operate their businesses in a manner that is consistent with The Calvert Principles for Responsible Investment (the “Calvert Principles”) and are selected from the universe of companies included in the S-Network U.S. Equity Large Cap 1000 Index. Stocks of companies in the S-Network U.S. Equity Large Cap 1000 Index that operate their businesses in a manner that is consistent with the Calvert Principles are scored and ranked for value factors to determine placement and weight in the 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. Since Inception
06/18/2015
07/31/2017
Calvert U.S. Large Cap Value Responsible Index 1.35 2.68 7.14 16.82 8.02
Russell 1000® Value Index1 1.33 2.88 6.05 13.76 8.45 13.99 8.01
06/30/2017
Calvert U.S. Large Cap Value Responsible Index 0.89 1.01 5.72 19.33 7.66
Russell 1000® Value Index1 1.63 1.34 4.66 15.53 7.35 13.93 7.66
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 CALVAL
Total Return Ticker Symbol CALVALTR

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

Bank of America Corp
Citigroup Inc
Microsoft Corp
AT&T Inc
Pfizer Inc
General Electric Co
Johnson & Johnson
Verizon Communications Inc
Procter & Gamble Co
Intel Corp
Total 22.54

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


Performance

Historical Returns (%)as of Jun 30, 2017

Annualized
1 Mo. 3 Mos. YTD 1 Yr. 3 Yrs. 5 Yrs. Since Inception
06/18/2015
07/31/2017
Calvert U.S. Large Cap Value Responsible Index 1.35 2.68 7.14 16.82 8.02
Russell 1000® Value Index1 1.33 2.88 6.05 13.76 8.45 13.99 8.01
06/30/2017
Calvert U.S. Large Cap Value Responsible Index 0.89 1.01 5.72 19.33 7.66
Russell 1000® Value Index1 1.63 1.34 4.66 15.53 7.35 13.93 7.66
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 Value Responsible Index 17.74
Russell 1000® Value Index1 -0.17 -36.85 19.69 15.51 0.39 17.51 32.53 13.45 -3.83 17.34

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


Portfolio

Index Statisticsas of Jun 30, 2017

Median Market Cap $7.6B
Average Market Cap $97.9B
Price/Book Ratio 2.22
Number of Constituents 516

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

Sector Index
Consumer Discretionary 9.38
Consumer Staples 10.63
Energy 1.83
Financials 27.63
Health Care 11.61
Industrials 10.94
Information Technology 12.08
Materials 4.43
Real Estate 0.13
Telecom Services 4.45
Utilities 6.89

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

Holding % of Index
Bank of America Corp 3.48%
Citigroup Inc 2.66%
Microsoft Corp 2.61%
AT&T Inc 2.35%
Pfizer Inc 2.27%
General Electric Co 2.08%
Johnson & Johnson 1.89%
Verizon Communications Inc 1.85%
Procter & Gamble Co 1.75%
Intel Corp 1.61%
View All

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


Insights & Analysis

Commentary

No commentary information is currently available.

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

Attribution

No attribution information is currently available.

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


Literature

Literature

White Papers

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