Calvert US Large Cap Value Rspnb Idx R6 (CLVRX)

28.22 +0.09 (+0.32%) USD  |  Aug 05 2022

CLVRX Historical Sortino (All)

Historical Sortino (All) Chart

View Historical Sortino (All) for CLVRX.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (All) Data

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Date Value
July 31, 2022 --
June 30, 2022 --
May 31, 2022 --
Date Value
April 30, 2022 --
March 31, 2022 --
February 28, 2022 --

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (All) Range, Past 5 Years

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Minimum
Jun 2022
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Maximum
Feb 2022
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Average
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Median

Historical Sortino (All) Benchmarks

Allspring Special Large Cap Value R6 Upgrade
Columbia Select Large Cap Value R Upgrade
Lord Abbett Fundamental Equity R3 Upgrade
Pioneer Disciplined Value R Upgrade
JPMorgan Large Cap Value R2 Upgrade

Historical Sortino (All) Related Metrics

Alpha (All) Upgrade
Beta (All) Upgrade
Annualized Standard Deviation of Monthly Returns (All) Upgrade
Historical Sharpe Ratio (All) Upgrade
Max Drawdown (All) Upgrade
Monthly Value at Risk (VaR) 5% (All) Upgrade