Calvert Short Duration Income Fund (CSDAX)

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Calvert Short Duration Income Fund (CSDAX) is up 0.5% since the beginning of the year. CSDAX is currently trading at $16 per share. Investors who bought $1,000 worth of CSDAX shares 5 years ago would now be looking at an investment worth $1,130.

Calvert Short Duration Income Fund (CSDAX) has returned 0.49% so far this year and 4.09% over the past 12 months. Over the last ten years, CSDAX has returned 2.67% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Jan 31, 2002, CSDAX's average daily return is +0.01%, while the average monthly return is +0.28%. At this rate, an investment would double in approximately 20.7 years.

Historically, 76% of months were positive and 24% were negative. The best month was Feb 2002 with a return of +2.7%, while the worst month was Mar 2020 at -5.7%. The longest winning streak lasted 24 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CSDAX closed higher 41% of trading days. The best single day was Mar 27, 2020 with a return of +1.9%, while the worst single day was Dec 5, 2002 at -2.3%.

Calvert Short Duration Income Fund has an annualized alpha of 3.44%, beta of -0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 31, 2002.

• This fund captured 11.61% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -0.08%) - a profile typical of hedging or uncorrelated assets.
• Beta of -0.00 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

CSDAX has an expense ratio of 0.76%, placing it in the medium range.

CSDAX ranks 64 for risk / return — better than 64% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Calvert Short Duration Income Fund provided a 4.36% dividend yield over the last twelve months, with an annual payout of $0.68 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for Calvert Short Duration Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Calvert Short Duration Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Calvert Short Duration Income Fund was 9.96%, occurring on Mar 25, 2020. Recovery took 110 trading sessions.

The current Calvert Short Duration Income Fund drawdown is 0.47%.

The chart below shows the rolling one-month volatility.