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    Calvert Equity I (CEYIX)

    46.94 Up 0.01(0.02%) Aug 26

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up13
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):34.21%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.19%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCEYIXCategory
    Alpha (against Standard Index)1.00-1.05
    Beta (against Standard Index)0.921.04
    Mean Annual Return0.950.88
    R-squared (against Standard Index)93.0784.69
    Standard Deviation10.6012.60
    Sharpe Ratio1.060.84
    Treynor Ratio12.239.86
    5 Years
    StatisticCEYIXCategory
    Alpha (against Standard Index)-2.00-2.66
    Beta (against Standard Index)0.991.08
    Mean Annual Return0.930.98
    R-squared (against Standard Index)92.7688.21
    Standard Deviation12.4013.96
    Sharpe Ratio0.900.84
    Treynor Ratio10.9910.51
    10 Years
    StatisticCEYIXCategory
    Alpha (against Standard Index)0.990.26
    Beta (against Standard Index)0.971.02
    Mean Annual Return0.780.76
    R-squared (against Standard Index)93.7588.60
    Standard Deviation15.2716.63
    Sharpe Ratio0.560.49
    Treynor Ratio7.896.95