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Thursday, December 24, 2009, 11:53PM ET - U.S. Markets closed early today. Dow Up 0.51% Nasdaq Up 0.71%
Calvert Income B (CBINX)On Dec 24: 15.32  Down 0.02 (0.13%)  
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Risk  As of 30-Nov-09Get 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
StatisticCBINXCategory
Alpha (against Standard Index)-4.87-1.73
Beta (against Standard Index)1.081.02
Mean Annual Return1.500.39
R-squared (against Standard Index)3959.65
Standard Deviation7.095.93
Sharpe Ratio-0.07N/A
Treynor Ratio-0.72N/A
5 Years
StatisticCBINXCategory
Alpha (against Standard Index)-2.70-1.13
Beta (against Standard Index)0.970.98
Mean Annual Return2.510.35
R-squared (against Standard Index)3961.85
Standard Deviation5.644.90
Sharpe Ratio-0.06N/A
Treynor Ratio-0.50N/A
10 Years
StatisticCBINXCategory
Alpha (against Standard Index)-0.89-0.67
Beta (against Standard Index)0.850.96
Mean Annual Return4.890.46
R-squared (against Standard Index)3570.95
Standard Deviation5.404.48
Sharpe Ratio0.38N/A
Treynor Ratio2.31N/A

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