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CSD Retirement Trust 403(b) Plan
Calvert US Large Cap Core Rspnb Idx I - CISIX
Monitoring Rating: Pass
Objective
The investment seeks to track the performance of the Calvert
U.S. Large Cap Core Responsible Index, which measures the
investment return of large-capitalization stocks. The fund
normally invests at least 95% of its net assets, including
borrowings for investment purposes, in securities contained in
the index. It uses a replication index method. The index is
composed of companies that operate their businesses in a
manner that is consistent with Calvert's responsible
investment principles and are selected from the universe of
companies included in the S-Network U.S. Equity Large Cap
1000 Index.
Statistics
Inception Date
06/30/2000
Manager Tenure
1.58
Assets($1000s)
$867,994
Net Exp Ratio
0.19
12b-1 Fees
-
Average Mkt Cap($1000s)
$54,966,940
Risk Characteristics
CISIX Cat Avg
3 Yr Std Dev
11.29 11.12
5 Yr Std Dev
11.00 10.88
5 Yr Beta
1.05 1.01
5 Yr Alpha
-0.03 -1.39
5 Yr Sharpe
1.34 1.19
5 Yr Information Ratio
0.32 -0.67
5 Yr Tracking Error
1.96 2.53
5 Yr Upside Capture
104.27 96.35
5 Yr Downside Capture
104.56 105.97
5 Yr Batting Avg
0.60 0.43
Excess Returns vs. Category/Index
vs S&P 500 TR USD
vs Category Avg
4
2
0
-2
10-Yr
5-Yr
3-Yr
12-Month
3-Month
-0.07
0.62
-0.27
-1.25
-0.3
0.82
2.11
1.79
0.33
-0.34
Calendar Year Performance
2012
2013
2014
2015
2016
CISIX
17.71
35.04
14.41
1.14
10.71
Cat Avg
15.28
32.16
11.38
-0.83
10.38
Index
16.00
32.39
13.69
1.38
11.96
Cat Rank
15
20
11
25
49
Equity- 12 Month Moving Windows: Dec 2006 - Dec 2016
Calvert US Large Cap-
Core Rspnb Idx I
Small - Large
2
1
0
-1
-2
Value - Growth
2
1
0
-1
-2
1
0
-1
-
Small Growth
Small Value
Mid Growth
Mid Value
Top Growth
Top Value
Sector Allocation vs. Category
10
5
0
-5
Technology
Industrials
Energy
Telecom
Utilities
Healthcare
Defensive
Real Estate
Financials
Cyclical
Materials
2.83
0.05
-3.49
4.95
0.65
0.09
-0.17
-1.77
0.94
0.97
-0.47
+/-Category Avg
Asset Allocation
Other (0.00%)
Non-US Bonds (0.00%)
US Bonds (0.00%)
Non-US Stocks (0.67%)
US Stocks (98.98%)
Cash (0.35%)