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Tuesday, December 1, 2009, 8:00PM ET - U.S. Markets Closed. Dow Up 1.23% Nasdaq Up 1.46%
Calvert Large Cap Growth A (CLGAX)On Dec 1: 24.98  Up 0.28 (1.13%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):16.67%
Worst 1 Yr Total Return (2008):-45.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCLGAXCategory
Alpha (against Standard Index)-1.882.45
Beta (against Standard Index)1.021.00
Mean Annual Return-9.20-0.24
R-squared (against Standard Index)9288.47
Standard Deviation20.8820.84
Sharpe Ratio-0.47N/A
Treynor Ratio-11.34N/A
5 Years
StatisticCLGAXCategory
Alpha (against Standard Index)-1.290.94
Beta (against Standard Index)1.061.01
Mean Annual Return-1.380.21
R-squared (against Standard Index)8986.37
Standard Deviation17.9317.46
Sharpe Ratio-0.15N/A
Treynor Ratio-4.15N/A
10 Years
StatisticCLGAXCategory
Alpha (against Standard Index)1.480.18
Beta (against Standard Index)1.051.04
Mean Annual Return-0.230.04
R-squared (against Standard Index)7478.62
Standard Deviation19.6119.22
Sharpe Ratio-0.06N/A
Treynor Ratio-3.06N/A

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