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Friday, December 18, 2009, 11:36PM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

Calvert Small Cap Value A (CCVAX)

On Dec 18: 14.18   0.04 (0.28%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 1 Number of Years Down: 3 Best 1 Yr Total Return (2006): 20.05% Worst 1 Yr Total Return (2008): -33.76% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CCVAX Category Alpha (against Standard Index) -3.33 -0.48 Beta (against Standard Index) 1.00 1.16 Mean Annual Return -9.27 -0.45 R-squared (against Standard Index) 81 86.39 Standard Deviation 21.93 24.75 Sharpe Ratio -0.43 N/A Treynor Ratio -11.57 N/A 5 Years Statistic CCVAX Category Alpha (against Standard Index) -3.57 0.00 Beta (against Standard Index) 1.04 1.17 Mean Annual Return -3.30 0.16 R-squared (against Standard Index) 78 83.41 Standard Deviation 18.73 20.64 Sharpe Ratio -0.24 N/A Treynor Ratio -6.07 N/A 10 Years Statistic CCVAX Category Alpha (against Standard Index) N/A 7.16 Beta (against Standard Index) N/A 1.00 Mean Annual Return N/A 0.66 R-squared (against Standard Index) N/A 64.42 Standard Deviation N/A 20.26 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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