CALVERT US MID-CAP CORE RESPONSIBLE INDEX ETF
Free full Seasonality data:
CVMC vs SPY 1 Year Daily ReturnsCVMC has a beta of 0.94. In the past year, CVMC has been less volatile than the S&P500.
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CVMC Historical Beta
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CVMC Sharpe RatioCVMC has a 1 year sharpe of 0.3 which is -0.04 compared to the S&P500.
Display:
1y
Timeframe:
1y
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CVMC Daily P/L Normal DistributionCVMC has a P/L mean of 0.04% and a std dev of 1.37%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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CVMC 1 Year DrawdownCVMC had a max drawdown of 23.11% in the previous year.
1y
CVMC Yearly Drawdown Duration