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Calvert Social Investment Enhanced Eq B (CDXBX)

On Dec 2: 12.84   0.01 (0.08%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 11.54% Worst 1 Yr Total Return (2008): -39.18% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CDXBX Category Alpha (against Standard Index) -3.52 0.38 Beta (against Standard Index) 1.03 1.00 Mean Annual Return -10.64 -0.41 R-squared (against Standard Index) 98 95.50 Standard Deviation 20.33 20.09 Sharpe Ratio -0.57 N/A Treynor Ratio -12.63 N/A 5 Years Statistic CDXBX Category Alpha (against Standard Index) -2.94 0.26 Beta (against Standard Index) 1.04 1.01 Mean Annual Return -2.75 0.16 R-squared (against Standard Index) 98 94.84 Standard Deviation 16.65 16.47 Sharpe Ratio -0.26 N/A Treynor Ratio -5.57 N/A 10 Years Statistic CDXBX Category Alpha (against Standard Index) -1.38 0.84 Beta (against Standard Index) 1.00 0.97 Mean Annual Return -2.31 0.11 R-squared (against Standard Index) 97 91.16 Standard Deviation 16.22 16.35 Sharpe Ratio -0.24 N/A Treynor Ratio -5.31 N/A
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