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    Calvert Global Water A (CFWAX)

    17.26 Down 0.04(0.23%) Jul 25

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up4
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):28.75%
    Worst 1 Yr Total Return(Dec 30, 2015):-12.75%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCFWAXCategory
    Alpha (against Standard Index)-2.64-9.84
    Beta (against Standard Index)1.121.21
    Mean Annual Return0.39-0.16
    R-squared (against Standard Index)78.1357.48
    Standard Deviation14.9319.36
    Sharpe Ratio0.31-0.07
    Treynor Ratio3.18-2.89
    5 Years
    StatisticCFWAXCategory
    Alpha (against Standard Index)1.01-10.72
    Beta (against Standard Index)1.031.29
    Mean Annual Return0.61-0.23
    R-squared (against Standard Index)81.8868.51
    Standard Deviation15.4021.35
    Sharpe Ratio0.47-0.10
    Treynor Ratio6.10-3.48
    10 Years
    StatisticCFWAXCategory
    Alpha (against Standard Index)N/A-3.64
    Beta (against Standard Index)N/A1.23
    Mean Annual ReturnN/A0.26
    R-squared (against Standard Index)N/A68.75
    Standard DeviationN/A25.38
    Sharpe RatioN/A0.09
    Treynor RatioN/A-0.86