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    Calvert US Large Cap Core Rspnb Idx Y (CISYX)

    19.46 Up 0.11(0.57%) Jul 1

    Risk as of May 30, 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)0.07-0.35
    Beta (against Standard Index)1.020.99
    Mean Annual Return1.581.49
    R-squared (against Standard Index)95.1476.74
    Standard Deviation8.889.65
    Sharpe Ratio2.131.86
    Treynor Ratio19.7219.15
    5 Years
    Alpha (against Standard Index)-0.64-1.43
    Beta (against Standard Index)1.021.07
    Mean Annual Return1.321.32
    R-squared (against Standard Index)97.4888.78
    Standard Deviation12.7013.93
    Sharpe Ratio1.241.14
    Treynor Ratio15.7414.92
    10 Years
    Alpha (against Standard Index)-0.850.35
    Beta (against Standard Index)1.051.02
    Mean Annual Return0.710.79
    R-squared (against Standard Index)97.3587.70
    Standard Deviation15.7116.15
    Sharpe Ratio0.450.50
    Treynor Ratio5.786.92