Morningstar® Investment Profile™   Morningstar®
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Calvert VP Russell 2000 Small Cap Idx I
Release date as of 2022-05-31. Data on page is subject to change.
Snapshot Ratings & Risk Portfolio Nuts & Bolts
  Morningstar Report
Overall Morningstar
Rating™
What is this?
As of 2022-05-31
Out of 583
Small Blend Funds
Morningstar®
Style Box™
What is this?
As of 2022-04-30
Total Fund Assets ($ Mil)
207.02
View Historical Morningstar Star Ratings and Definitions
  Investment Objective & Strategy  
The investment seeks investment results that correspond to the investment performance of U.S. common stocks, as represented by the Russell 2000® Index.
Under normal circumstances, the fund will invest at least 80% of its net assets in investments with economic characteristics similar to small cap stocks as represented in the index. The index is an unmanaged index comprising common stocks of approximately 2,400 smaller U.S. companies that aims to include approximately 10% of the total market capitalization of the broader Russell 3000® Index.
  Morningstar Category: Small Blend
Small-blend portfolios favor U.S. firms at the smaller end of the market-capitalization range. Some aim to own an array of value and growth stocks while others employ a discipline that leads to holdings with valuations and growth rates close to the small-cap averages. Stocks in the bottom 10% of the capitalization of the U.S. equity market are defined as small cap. The blend style is assigned to portfolios where neither growth nor value characteristics predominate. 
  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.
  Portfolio Profile
Asset Allocation
% of Net Assets
Bullet U.S. Stocks U.S. Stocks 92.5
Bullet Non-U.S. Stocks Non-U.S. Stocks 1.1
Bullet Bonds Bonds 0.5
Bullet Cash Cash 6.0
Bullet Other Other 0.0
Asset Allocation Rescaled Graph
Data through 2022-04-30
Morningstar Equity Sectors
% of Stocks
Cyclical 38.02
Basic Materials 3.83
Consumer Cyclical 10.04
Financial Services 14.77
Real Estate 9.38
Sensitive 39.34
Communication Services 3.41
Energy 7.07
Industrials 15.44
Technology 13.42
Defensive 22.64
Consumer Defensive 4.34
Healthcare 15.23
Utilities 3.07
Data through 2022-04-30
Holding Status
Total Number of Stock Holdings 2013
Total Number of Bond Holdings 1
% of Net Assets in Top 10 Holdings 4.65
Turnover % (as of 2021-12-31) 19.00
30 Day SEC Yield % 0.00
Top Holdings
Sector P/E % of Net
Assets
iShares Russell 2000 ETF --- --- 1.34
Ovintiv Inc 17.39 0.50
United States Treasury Bills 0% --- --- 0.48
Avis Budget Group Inc 6.03 0.42
Antero Resources Corp --- 0.38
BJ's Wholesale Club Holdings Inc 17.43 0.33
Chesapeake Energy Corp Ordinary Shares - New --- 0.32
AMC Entertainment Holdings Inc Class A --- 0.30
Tenet Healthcare Corp 7.35 0.29
EastGroup Properties Inc --- 0.29
Data through 2022-04-30
  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
Show Risk Definitions
  Other Information
Inception Date: 2000-04-27
Portfolio Manager(s)
Kevin L. Keene   (2008-11-30)
Kevin L. Keene, CFA May 2014 -present: Portfolio Manager, AIP April 2013-April 2014: Assistant Portfolio Manager, AIP 2011-2013: Senior Analyst, AIP 2008-2011: Equity Index and Derivatives Analyst, AIP
Investment Advisor(s)
Calvert Research and Management
Issuer
Calvert Research and Management
Subadvisor(s)
Ameritas Investment Partners, Inc
Show Data Definitions

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