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    Calvert Long-Term Income A (CLDAX)

    16.52 Down 0.05(0.30%) Sep 2

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):17.09%
    Worst 1 Yr Total Return(Dec 30, 2013):-5.47%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.990.65
    Beta (against Standard Index)2.401.28
    Mean Annual Return0.240.23
    R-squared (against Standard Index)86.3680.32
    Standard Deviation7.454.09
    Sharpe Ratio0.380.69
    Treynor Ratio1.072.21
    5 Years
    Alpha (against Standard Index)-0.660.91
    Beta (against Standard Index)2.051.24
    Mean Annual Return0.500.41
    R-squared (against Standard Index)78.1661.59
    Standard Deviation6.494.39
    Sharpe Ratio0.911.13
    Treynor Ratio2.854.22
    10 Years
    Alpha (against Standard Index)1.10-0.26
    Beta (against Standard Index)1.521.30
    Mean Annual Return0.610.44
    R-squared (against Standard Index)74.1755.63
    Standard Deviation5.775.76
    Sharpe Ratio1.030.69
    Treynor Ratio4.013.12