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Calvert Social Investment Bond B (CBDBX)
On
Dec 24
:
15.01
0.03
(0.20%)
MORE ON CBDBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.62%
Worst 1 Yr Total Return
(2008)
:
-5.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CBDBX
Category
Alpha (against Standard Index)
-2.44
-1.73
Beta (against Standard Index)
0.81
1.02
Mean Annual Return
3.01
0.39
R-squared (against Standard Index)
53
59.65
Standard Deviation
4.51
5.93
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.92
N/A
5 Years
Statistic
CBDBX
Category
Alpha (against Standard Index)
-1.38
-1.13
Beta (against Standard Index)
0.78
0.98
Mean Annual Return
3.47
0.35
R-squared (against Standard Index)
58
61.85
Standard Deviation
3.73
4.90
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.63
N/A
10 Years
Statistic
CBDBX
Category
Alpha (against Standard Index)
-0.86
-0.67
Beta (against Standard Index)
0.85
0.96
Mean Annual Return
4.98
0.46
R-squared (against Standard Index)
57
70.95
Standard Deviation
4.25
4.48
Sharpe Ratio
0.49
N/A
Treynor Ratio
2.42
N/A
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