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Calvert Social Investment Equity I (CEYIX)

On Dec 28: 32.67   0.09 (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: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 10.77% Worst 1 Yr Total Return (2008): -35.19% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CEYIX Category Alpha (against Standard Index) 4.09 2.20 Beta (against Standard Index) 0.97 0.99 Mean Annual Return -1.65 -0.14 R-squared (against Standard Index) 94 88.76 Standard Deviation 19.84 21.04 Sharpe Ratio -0.10 N/A Treynor Ratio -4.03 N/A 5 Years Statistic CEYIX Category Alpha (against Standard Index) 1.72 0.80 Beta (against Standard Index) 0.97 1.01 Mean Annual Return 2.50 0.24 R-squared (against Standard Index) 93 86.59 Standard Deviation 16.05 17.50 Sharpe Ratio 0.05 N/A Treynor Ratio -0.50 N/A 10 Years Statistic CEYIX Category Alpha (against Standard Index) 4.38 -0.13 Beta (against Standard Index) 0.94 1.04 Mean Annual Return 4.09 0.05 R-squared (against Standard Index) 91 78.99 Standard Deviation 15.87 19.17 Sharpe Ratio 0.15 N/A Treynor Ratio 1.24 N/A
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