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    Calvert US Large Cap Core Rspnb Idx Y (CISYX)

    18.51 Down 0.05(0.27%) Oct 27

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up3
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):34.54%
    Worst 1 Yr Total Return(Dec 30, 2015):0.92%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.79-2.14
    Beta (against Standard Index)1.031.00
    Mean Annual Return0.900.75
    R-squared (against Standard Index)97.6193.41
    Standard Deviation11.3311.17
    Sharpe Ratio0.940.80
    Treynor Ratio10.198.74
    5 Years
    Alpha (against Standard Index)-0.46-1.66
    Beta (against Standard Index)1.031.02
    Mean Annual Return1.321.21
    R-squared (against Standard Index)97.1494.12
    Standard Deviation11.6011.66
    Sharpe Ratio1.361.24
    Treynor Ratio15.7614.43
    10 Years
    Alpha (against Standard Index)-0.82-0.80
    Beta (against Standard Index)1.051.00
    Mean Annual Return0.640.62
    R-squared (against Standard Index)97.6295.43
    Standard Deviation16.1715.70
    Sharpe Ratio0.420.42
    Treynor Ratio5.495.54