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    Calvert Long-Term Income A (CLDAX)

    16.51 Up 0.05(0.30%) Mar 24

    Risk as of Feb 27, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up10
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):17.09%
    Worst 1 Yr Total Return(Dec 30, 2013):-5.47%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCLDAXCategory
    Alpha (against Standard Index)-0.900.52
    Beta (against Standard Index)2.251.14
    Mean Annual Return0.410.29
    R-squared (against Standard Index)88.2768.68
    Standard Deviation7.074.12
    Sharpe Ratio0.660.84
    Treynor Ratio2.023.07
    5 Years
    StatisticCLDAXCategory
    Alpha (against Standard Index)-0.321.10
    Beta (against Standard Index)2.321.24
    Mean Annual Return0.390.32
    R-squared (against Standard Index)87.8871.53
    Standard Deviation7.184.26
    Sharpe Ratio0.640.90
    Treynor Ratio1.923.18
    10 Years
    StatisticCLDAXCategory
    Alpha (against Standard Index)0.80-0.02
    Beta (against Standard Index)1.611.30
    Mean Annual Return0.610.44
    R-squared (against Standard Index)74.6752.95
    Standard Deviation6.155.92
    Sharpe Ratio1.080.81
    Treynor Ratio4.153.79