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Calvert Social Index I (CISIX)

On Dec 28: 10.42   0.01 (0.10%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 11.94% Worst 1 Yr Total Return (2008): -39.69% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CISIX Category Alpha (against Standard Index) 0.25 2.20 Beta (against Standard Index) 1.07 0.99 Mean Annual Return -6.34 -0.14 R-squared (against Standard Index) 97 88.76 Standard Deviation 21.63 21.04 Sharpe Ratio -0.30 N/A Treynor Ratio -8.01 N/A 5 Years Statistic CISIX Category Alpha (against Standard Index) -0.81 0.80 Beta (against Standard Index) 1.08 1.01 Mean Annual Return -0.44 0.24 R-squared (against Standard Index) 96 86.59 Standard Deviation 17.61 17.50 Sharpe Ratio -0.10 N/A Treynor Ratio -3.18 N/A 10 Years Statistic CISIX Category Alpha (against Standard Index) N/A -0.13 Beta (against Standard Index) N/A 1.04 Mean Annual Return N/A 0.05 R-squared (against Standard Index) N/A 78.99 Standard Deviation N/A 19.17 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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