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 a universe of the 200th to 1000th largest US companies by market capitalization. The Index is reviewed at least annually and rebalanced quarterly.
 

Historical Returns (%) as of Sep 30, 2019

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 (%)2,3 as of Jun 30, 2019

Alexion Pharmaceuticals Inc 0.52
Xilinx Inc 0.51
IQVIA Holdings Inc 0.50
Hilton Worldwide Holdings Inc 0.49
Lam Research Corp 0.49
Amphenol Corp 0.48
SunTrust Banks Inc 0.47
Southwest Airlines Co 0.46
IHS Markit Ltd 0.45
PPG Industries Inc 0.45
Total 4.82

Performance

Historical Returns (%) as of Sep 30, 2019

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 (%)

2009 2010 2011 2012 2013 2014 2015 2016 2017 2018
Calvert US Mid-Cap Core Responsible Index 15.72 19.54 -8.89
Russell Midcap® Index1 40.48 25.48 -1.55 17.28 34.76 13.22 -2.44 13.80 18.52 -9.06

Portfolio

Index Statistics as of Jun 30, 2019

Median Market Cap $6.8B
Average Market Cap $13.4B
Price/Earnings Ratio 16.87
Price/Book Ratio 0.47
Number of Constituents 646

GICS Sector Breakdown (%)3 as of Jun 30, 2019

 

Index Constituents (%)4 as of Sep 30, 2019

Holding % of Index
Motorola Solutions Inc 0.55%
Lam Research Corp 0.53%
IQVIA Holdings Inc 0.50%
SunTrust Banks Inc 0.49%
Eversource Energy 0.49%
Verisk Analytics Inc 0.49%
Amphenol Corp 0.49%
Ball Corp 0.48%
PPG Industries Inc 0.48%
IHS Markit Ltd 0.47%
View All

Literature

Literature

Calvert Principles for Responsible Investment

Download

Index Rules and Methodology

Download - Last updated: Sep 10, 2019