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Calvert Social Investment Bond I (CBDIX)
On
Dec 24
:
15.12
0.02
(0.13%)
MORE ON CBDIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
7.25%
Worst 1 Yr Total Return
(2008)
:
-4.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CBDIX
Category
Alpha (against Standard Index)
-0.86
-1.73
Beta (against Standard Index)
0.81
1.02
Mean Annual Return
4.65
0.39
R-squared (against Standard Index)
53
59.65
Standard Deviation
4.52
5.93
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.95
N/A
5 Years
Statistic
CBDIX
Category
Alpha (against Standard Index)
0.17
-1.13
Beta (against Standard Index)
0.78
0.98
Mean Annual Return
5.09
0.35
R-squared (against Standard Index)
58
61.85
Standard Deviation
3.75
4.90
Sharpe Ratio
0.55
N/A
Treynor Ratio
2.70
N/A
10 Years
Statistic
CBDIX
Category
Alpha (against Standard Index)
0.68
-0.67
Beta (against Standard Index)
0.85
0.96
Mean Annual Return
6.59
0.46
R-squared (against Standard Index)
57
70.95
Standard Deviation
4.25
4.48
Sharpe Ratio
0.84
N/A
Treynor Ratio
4.32
N/A
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