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Calvert Income A (CFICX)
On
Dec 4
:
15.44
0.01
(0.06%)
MORE ON CFICX
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Research Reports
Risk
As of 31-Oct-09
Get
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
Statistic
CFICX
Category
Alpha (against Standard Index)
-3.86
-1.72
Beta (against Standard Index)
1.09
1.02
Mean Annual Return
2.53
0.39
R-squared (against Standard Index)
39
59.27
Standard Deviation
7.14
5.93
Sharpe Ratio
0.05
N/A
Treynor Ratio
0.10
N/A
5 Years
Statistic
CFICX
Category
Alpha (against Standard Index)
-1.63
-1.05
Beta (against Standard Index)
0.97
0.98
Mean Annual Return
3.19
0.33
R-squared (against Standard Index)
39
61.87
Standard Deviation
5.66
4.88
Sharpe Ratio
0.06
N/A
Treynor Ratio
0.17
N/A
10 Years
Statistic
CFICX
Category
Alpha (against Standard Index)
0.07
-0.65
Beta (against Standard Index)
0.85
0.96
Mean Annual Return
5.78
0.45
R-squared (against Standard Index)
35
71.12
Standard Deviation
5.40
4.47
Sharpe Ratio
0.53
N/A
Treynor Ratio
3.31
N/A
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