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Sunday, December 6, 2009, 3:26PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Calvert Capital Accumulation A (CCAFX)On Dec 4: 21.51  Up 0.19 (0.89%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2007):9.56%
Worst 1 Yr Total Return (2008):-36.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCCAFXCategory
Alpha (against Standard Index)1.163.31
Beta (against Standard Index)0.981.09
Mean Annual Return-6.11-0.23
R-squared (against Standard Index)8284.23
Standard Deviation21.0823.37
Sharpe Ratio-0.30N/A
Treynor Ratio-8.71N/A
5 Years
StatisticCCAFXCategory
Alpha (against Standard Index)-0.982.25
Beta (against Standard Index)1.011.13
Mean Annual Return-1.060.31
R-squared (against Standard Index)7981.04
Standard Deviation18.1320.00
Sharpe Ratio-0.13N/A
Treynor Ratio-4.03N/A
10 Years
StatisticCCAFXCategory
Alpha (against Standard Index)1.324.42
Beta (against Standard Index)1.081.13
Mean Annual Return-0.530.37
R-squared (against Standard Index)7860.91
Standard Deviation19.7823.71
Sharpe Ratio-0.07N/A
Treynor Ratio-3.23N/A

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