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Calvert Income B (CBINX)
On
Dec 24
:
15.32
0.02
(0.13%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
4.47%
Worst 1 Yr Total Return
(2008)
:
-12.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CBINX
Category
Alpha (against Standard Index)
-4.87
-1.73
Beta (against Standard Index)
1.08
1.02
Mean Annual Return
1.50
0.39
R-squared (against Standard Index)
39
59.65
Standard Deviation
7.09
5.93
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-0.72
N/A
5 Years
Statistic
CBINX
Category
Alpha (against Standard Index)
-2.70
-1.13
Beta (against Standard Index)
0.97
0.98
Mean Annual Return
2.51
0.35
R-squared (against Standard Index)
39
61.85
Standard Deviation
5.64
4.90
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-0.50
N/A
10 Years
Statistic
CBINX
Category
Alpha (against Standard Index)
-0.89
-0.67
Beta (against Standard Index)
0.85
0.96
Mean Annual Return
4.89
0.46
R-squared (against Standard Index)
35
70.95
Standard Deviation
5.40
4.48
Sharpe Ratio
0.38
N/A
Treynor Ratio
2.31
N/A
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