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    Calvert Social Index Y (CISYX)

    19.75 Down 0.03(0.15%) May 22

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up2
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):34.54%
    Worst 1 Yr Total Return(Dec 30, 2014):13.58%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.25-1.48
    Beta (against Standard Index)1.031.02
    Mean Annual Return1.351.24
    R-squared (against Standard Index)96.2581.55
    Standard Deviation9.9810.86
    Sharpe Ratio1.621.38
    Treynor Ratio16.3914.98
    5 Years
    Alpha (against Standard Index)-0.56-1.24
    Beta (against Standard Index)1.021.06
    Mean Annual Return1.161.15
    R-squared (against Standard Index)97.7289.74
    Standard Deviation13.3214.48
    Sharpe Ratio1.040.96
    Treynor Ratio13.6112.89
    10 Years
    Alpha (against Standard Index)-0.790.47
    Beta (against Standard Index)1.061.02
    Mean Annual Return0.730.82
    R-squared (against Standard Index)97.3187.86
    Standard Deviation15.7516.16
    Sharpe Ratio0.460.52
    Treynor Ratio6.027.22