Overview

Description

The Calvert US Large-Cap Growth Responsible Index (CALGRO) 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 growth factors to determine placement and weight in the Index. The Index is reconstituted semi-annually (June and December) and rebalanced quarterly.
 

Historical Returns (%) as of Dec 31, 2017

Annualized
1 Mo. 3 Mos. YTD 1 Yr. 3 Yrs. 5 Yrs. Since Inception
06/18/2015
01/31/2018
Calvert US Large-Cap Growth Responsible Index 7.02 10.46 7.02 31.79 14.30
Russell 1000® Growth Index1 7.08 11.19 7.08 34.89 17.00 17.94 16.26
12/31/2017
Calvert US Large-Cap Growth Responsible Index 0.54 6.54 27.76 27.76 11.78
Russell 1000® Growth Index1 0.78 7.86 30.21 30.21 13.77 17.32 13.73
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 CALGRO
Total Return Ticker Symbol CALGROTR

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

Apple Inc
Alphabet Inc - CL A
Amazon.com Inc
Facebook Inc
Microsoft Corp
Home Depot Inc
Johnson & Johnson
3M Co
Visa Inc
Procter & Gamble Co
Total 33.40

Performance

Historical Returns (%) as of Dec 31, 2017

Annualized
1 Mo. 3 Mos. YTD 1 Yr. 3 Yrs. 5 Yrs. Since Inception
06/18/2015
01/31/2018
Calvert US Large-Cap Growth Responsible Index 7.02 10.46 7.02 31.79 14.30
Russell 1000® Growth Index1 7.08 11.19 7.08 34.89 17.00 17.94 16.26
12/31/2017
Calvert US Large-Cap Growth Responsible Index 0.54 6.54 27.76 27.76 11.78
Russell 1000® Growth Index1 0.78 7.86 30.21 30.21 13.77 17.32 13.73
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 Growth Responsible Index 4.63 27.76
Russell 1000® Growth Index1 -38.44 37.21 16.71 2.64 15.26 33.48 13.05 5.67 7.08 30.21

Portfolio

Index Statistics as of Dec 31, 2017

Median Market Cap $9.0B
Average Market Cap $227.2B
Price/Earnings Ratio 23.12
Price/Book Ratio 5.70
Number of Constituents 524

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

Sector Index
Consumer Discretionary 17.10
Consumer Staples 6.09
Energy 0.21
Financials 6.35
Health Care 16.88
Industrials 12.00
Information Technology 37.62
Materials 2.84
Real Estate 0.12
Telecom Services 0.20
Utilities 0.59
 

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

Holding % of Index
Apple Inc 7.27%
Alphabet Inc - CL A 5.27%
Amazon.com Inc 4.97%
Facebook Inc 3.52%
Microsoft Corp 3.03%
Home Depot Inc 2.35%
Johnson & Johnson 2.04%
3M Co 1.97%
Visa Inc 1.73%
Procter & Gamble Co 1.24%
View All

Literature

Literature

White Papers

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Index Rules and Methodology

Download - Last updated: Jan 1, 2018