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Friday, December 4, 2009, 7:50PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Calvert Large Cap Growth I (CLCIX)On Dec 4: 26.14  Up 0.07 (0.27%)  
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Risk  As of 31-Oct-09Get 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
StatisticCLCIXCategory
Alpha (against Standard Index)-1.292.45
Beta (against Standard Index)1.021.00
Mean Annual Return-8.66-0.24
R-squared (against Standard Index)9288.47
Standard Deviation20.8920.84
Sharpe Ratio-0.44N/A
Treynor Ratio-10.81N/A
5 Years
StatisticCLCIXCategory
Alpha (against Standard Index)-0.710.94
Beta (against Standard Index)1.061.01
Mean Annual Return-0.810.21
R-squared (against Standard Index)8986.37
Standard Deviation17.9417.46
Sharpe Ratio-0.12N/A
Treynor Ratio-3.61N/A
10 Years
StatisticCLCIXCategory
Alpha (against Standard Index)2.040.18
Beta (against Standard Index)1.051.04
Mean Annual Return0.330.04
R-squared (against Standard Index)7478.62
Standard Deviation19.6119.22
Sharpe Ratio-0.03N/A
Treynor Ratio-2.52N/A

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