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Friday, December 4, 2009, 7:50PM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Calvert Large Cap Growth I (CLCIX)

On Dec 4: 26.14   0.07 (0.27%)

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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): 17.37% Worst 1 Yr Total Return (2008): -45.62% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CLCIX Category Alpha (against Standard Index) -1.29 2.45 Beta (against Standard Index) 1.02 1.00 Mean Annual Return -8.66 -0.24 R-squared (against Standard Index) 92 88.47 Standard Deviation 20.89 20.84 Sharpe Ratio -0.44 N/A Treynor Ratio -10.81 N/A 5 Years Statistic CLCIX Category Alpha (against Standard Index) -0.71 0.94 Beta (against Standard Index) 1.06 1.01 Mean Annual Return -0.81 0.21 R-squared (against Standard Index) 89 86.37 Standard Deviation 17.94 17.46 Sharpe Ratio -0.12 N/A Treynor Ratio -3.61 N/A 10 Years Statistic CLCIX Category Alpha (against Standard Index) 2.04 0.18 Beta (against Standard Index) 1.05 1.04 Mean Annual Return 0.33 0.04 R-squared (against Standard Index) 74 78.62 Standard Deviation 19.61 19.22 Sharpe Ratio -0.03 N/A Treynor Ratio -2.52 N/A
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