Overview

Description

Calvert U.S. 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.

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 Mo. YTD 1 Yr. 3 Yrs. 5 Yrs. Since Inception
10/26/2015
07/31/2017
Calvert U.S. Mid Cap Core Responsible Index 1.06 2.75 10.56 16.68 25.11
Russell Midcap® Index1 1.47 3.42 9.58 13.04 9.30 14.99 22.11
06/30/2017
Calvert U.S. Mid Cap Core Responsible Index 0.75 2.58 9.41 20.60 26.70
Russell Midcap® Index1 0.99 2.70 7.99 16.48 7.69 14.71 22.54
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 Jun 30, 2017

Baker Hughes Inc
National Oilwell Varco Inc
Consolidated Edison Inc
Xcel Energy Inc
Nucor Corp
Eversource Energy
Ball Corp
WestRock Co
Alexion Pharmaceuticals Inc
Cummins Inc
Total 8.49

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 Mo. YTD 1 Yr. 3 Yrs. 5 Yrs. Since Inception
10/26/2015
07/31/2017
Calvert U.S. Mid Cap Core Responsible Index 1.06 2.75 10.56 16.68 25.11
Russell Midcap® Index1 1.47 3.42 9.58 13.04 9.30 14.99 22.11
06/30/2017
Calvert U.S. Mid Cap Core Responsible Index 0.75 2.58 9.41 20.60 26.70
Russell Midcap® Index1 0.99 2.70 7.99 16.48 7.69 14.71 22.54
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. Mid Cap Core Responsible Index 15.72
Russell Midcap® Index1 5.60 -41.46 40.48 25.48 -1.55 17.28 34.76 13.22 -2.44 13.80

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


Portfolio

Index Statisticsas of Jun 30, 2017

Median Market Cap $6.2B
Average Market Cap $12.5B
Price/Earnings Ratio 18.87
Price/Book Ratio 2.84
Number of Constituents 599

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

Sector Index
Consumer Discretionary 15.93
Consumer Staples 5.04
Energy 4.19
Financials 16.25
Health Care 12.58
Industrials 15.24
Information Technology 17.03
Materials 6.48
Real Estate 0.43
Telecom Services 0.66
Utilities 6.16

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

Holding % of Index
Baker Hughes Inc 1.99%
National Oilwell Varco Inc 1.07%
Consolidated Edison Inc 0.89%
Xcel Energy Inc 0.84%
Nucor Corp 0.76%
Eversource Energy 0.69%
Ball Corp 0.61%
WestRock Co 0.59%
Alexion Pharmaceuticals Inc 0.52%
Cummins Inc 0.52%
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

Fact Sheet

Download - Last updated: Jun 30, 2017

Attribution

Download - Last updated: Jun 30, 2017

White Papers

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