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Saturday, December 5, 2009, 4:05AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Calvert Income A (CFICX)On Dec 4: 15.44  Down 0.01 (0.06%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):5.22%
Worst 1 Yr Total Return (2008):-12.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCFICXCategory
Alpha (against Standard Index)-3.86-1.72
Beta (against Standard Index)1.091.02
Mean Annual Return2.530.39
R-squared (against Standard Index)3959.27
Standard Deviation7.145.93
Sharpe Ratio0.05N/A
Treynor Ratio0.10N/A
5 Years
StatisticCFICXCategory
Alpha (against Standard Index)-1.63-1.05
Beta (against Standard Index)0.970.98
Mean Annual Return3.190.33
R-squared (against Standard Index)3961.87
Standard Deviation5.664.88
Sharpe Ratio0.06N/A
Treynor Ratio0.17N/A
10 Years
StatisticCFICXCategory
Alpha (against Standard Index)0.07-0.65
Beta (against Standard Index)0.850.96
Mean Annual Return5.780.45
R-squared (against Standard Index)3571.12
Standard Deviation5.404.47
Sharpe Ratio0.53N/A
Treynor Ratio3.31N/A

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