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Thursday, December 17, 2009, 10:49AM ET - U.S. Markets close in 5 hours and 11 minutes. Dow Down 0.83% Nasdaq Down 0.94%
Calvert Conservative Allocation A (CCLAX)On Dec 16: 14.56  Up 0.04 (0.28%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:2
Number of Years Down:1
Best 1 Yr Total Return (2006):7.17%
Worst 1 Yr Total Return (2008):-16.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCCLAXCategory
Alpha (against Standard Index)-0.65-0.95
Beta (against Standard Index)0.630.74
Mean Annual Return1.000.09
R-squared (against Standard Index)9587.00
Standard Deviation8.6210.61
Sharpe Ratio-0.10N/A
Treynor Ratio-2.01N/A
5 Years
StatisticCCLAXCategory
Alpha (against Standard Index)N/A-1.38
Beta (against Standard Index)N/A0.71
Mean Annual ReturnN/A0.27
R-squared (against Standard Index)N/A85.46
Standard DeviationN/A8.33
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticCCLAXCategory
Alpha (against Standard Index)N/A-0.99
Beta (against Standard Index)N/A0.72
Mean Annual ReturnN/A0.31
R-squared (against Standard Index)N/A80.09
Standard DeviationN/A8.09
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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