Overview

Description

Calvert US Mid-Cap Core Responsible Index (Ticker: CALMID) 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 Mid-Cap 800 Index. The Index is reconstituted semi-annually (June and December) and rebalanced quarterly.
 

Historical Returns (%) as of Dec 31, 2017

Annualized
1 Mo. 3 Mo. YTD 1 Yr. 3 Yrs. 5 Yrs. Since Inception
10/26/2015
01/31/2018
Calvert US Mid-Cap Core Responsible Index 4.83 9.30 4.83 21.58 16.62
Russell Midcap® Index1 3.76 8.25 3.76 20.08 11.51 14.28 15.00
12/31/2017
Calvert US Mid-Cap Core Responsible Index 0.95 6.05 19.54 19.54 14.81
Russell Midcap® Index1 0.93 6.07 18.52 18.52 9.57 14.95 13.69
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 CALMID
Total Return Ticker Symbol CALMIDTR

Top 10 Constituents (%) as of Dec 31, 2017

National Oilwell Varco Inc
Consolidated Edison Inc
Xcel Energy Inc
Nucor Corp
Eversource Energy
WestRock Co
American Water Works Co Inc
Eastman Chemical Co
Ball Corp
Cummins Inc
Total 7.39

Performance

Historical Returns (%) as of Dec 31, 2017

Annualized
1 Mo. 3 Mo. YTD 1 Yr. 3 Yrs. 5 Yrs. Since Inception
10/26/2015
01/31/2018
Calvert US Mid-Cap Core Responsible Index 4.83 9.30 4.83 21.58 16.62
Russell Midcap® Index1 3.76 8.25 3.76 20.08 11.51 14.28 15.00
12/31/2017
Calvert US Mid-Cap Core Responsible Index 0.95 6.05 19.54 19.54 14.81
Russell Midcap® Index1 0.93 6.07 18.52 18.52 9.57 14.95 13.69
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 Mid-Cap Core Responsible Index 15.72 19.54
Russell Midcap® Index1 -41.46 40.48 25.48 -1.55 17.28 34.76 13.22 -2.44 13.80 18.52

Portfolio

Index Statistics as of Dec 31, 2017

Median Market Cap $6.9B
Average Market Cap $13.1B
Price/Earnings Ratio 19.83
Price/Book Ratio 2.94
Number of Constituents 610

GICS Sector Breakdown (%) as of Dec 31, 2017

Sector Index
Consumer Discretionary 16.07
Consumer Staples 5.46
Energy 2.09
Financials 15.38
Health Care 11.80
Industrials 17.15
Information Technology 18.06
Materials 6.80
Real Estate 0.45
Telecom Services 0.41
Utilities 6.32
 

Index Constituents (%)2 as of Dec 31, 2017

Holding % of Index
National Oilwell Varco Inc 1.13%
Consolidated Edison Inc 0.94%
Xcel Energy Inc 0.87%
Nucor Corp 0.84%
Eversource Energy 0.71%
WestRock Co 0.67%
American Water Works Co Inc 0.58%
Eastman Chemical Co 0.56%
Ball Corp 0.55%
Cummins Inc 0.54%
View All

Literature

Literature

White Papers

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Index Rules and Methodology

Download - Last updated: Jan 1, 2018