Overview

Description

The Calvert US 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.
 

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 Value Responsible Index 4.05 9.11 4.05 19.02 11.28
Russell 1000® Value Index1 3.87 8.61 3.87 17.22 11.53 13.46 10.87
12/31/2017
Calvert US Large-Cap Value Responsible Index 1.18 5.89 15.72 15.72 9.94
Russell 1000® Value Index1 1.46 5.33 13.66 13.66 8.64 14.03 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 CALVAL
Total Return Ticker Symbol CALVALTR

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

Bank of America Corp
Microsoft Corp
Citigroup Inc
AT&T Inc
Pfizer Inc
Verizon Communications Inc
Intel Corp
Johnson & Johnson
Procter & Gamble Co
Merck & Co Inc
Total 21.91

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 Value Responsible Index 4.05 9.11 4.05 19.02 11.28
Russell 1000® Value Index1 3.87 8.61 3.87 17.22 11.53 13.46 10.87
12/31/2017
Calvert US Large-Cap Value Responsible Index 1.18 5.89 15.72 15.72 9.94
Russell 1000® Value Index1 1.46 5.33 13.66 13.66 8.64 14.03 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 Value Responsible Index 17.74 15.72
Russell 1000® Value Index1 -36.85 19.69 15.51 0.39 17.51 32.53 13.45 -3.83 17.34 13.66

Portfolio

Index Statistics as of Dec 31, 2017

Median Market Cap $8.8B
Average Market Cap $105.1B
Price/Book Ratio 2.29
Number of Constituents 524

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

Sector Index
Consumer Discretionary 9.67
Consumer Staples 11.11
Energy 1.80
Financials 27.05
Health Care 11.86
Industrials 11.28
Information Technology 11.73
Materials 4.60
Real Estate 0.12
Telecom Services 4.25
Utilities 6.54
 

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

Holding % of Index
Bank of America Corp 3.65%
Microsoft Corp 2.62%
Citigroup Inc 2.50%
AT&T Inc 2.14%
Pfizer Inc 2.12%
Verizon Communications Inc 1.94%
Intel Corp 1.90%
Johnson & Johnson 1.84%
Procter & Gamble Co 1.70%
Merck & Co Inc 1.51%
View All

Literature

Literature

White Papers

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Index Rules and Methodology

Download - Last updated: Jan 1, 2018