Morningstar® Investment Profile™   Morningstar®
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Calvert VP Russell 2000 Small Cap Idx F
Release date as of 2024-02-29. Data on page is subject to change.
Snapshot Ratings & Risk Portfolio Nuts & Bolts
  Morningstar Ratings
Morningstar
Return
Morningstar
Risk
Morningstar
Rating
Number of
Funds
3-Year Low Above Avg 585
5-Year Below Avg Average 553
10-Year Below Avg Average 384
Overall Below Avg Average 585
Morningstar Category: Small Blend | Number of Funds in Category: 585
Data through 2024-02-29
Ratings reflect risk-adjusted performance and are derived from a weighted average of the performance figures associated with its three, five and ten-year (if applicable) time periods.
  Volatility Measurements
Standard Deviation 21.26
Mean -1.34
Sharpe Ratio -0.09
Trailing 3-Yr as of 2024-02-29
  Modern Portfolio Theory Statistics
Best Fit Index
Russell 2000 TR USD
R-Squared 100
Beta 1.00
Alpha -0.42
Trailing 3-Yr as of 2024-02-29
  Principal Risks   
Lending, Long-Term Outlook and Projections, Loss of Money, Not FDIC Insured, Index Correlation/Tracking Error, Market/Market Volatility, Equity Securities, ETF, Industry and Sector Investing, Restricted/Illiquid Securities, Derivatives, Shareholder Activity, Passive Management, Small Cap, Real Estate/REIT Sector, Money Market Fund Ownership
Show Risk Definitions
  Investment Risks
Small Cap Funds: Smaller companies typically have higher risk of failure, and are not as well established as larger blue-chip companies. Historically, the smaller company stocks have experienced a greater degree of market volatility than the overall market average.
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Returns will vary and shares may be worth more or less than their original cost when sold.