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Calvert Large Cap Growth A (CLGAX)

On Feb 9: 24.34   0.38 (1.59%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2009): 32.59% Worst 1 Yr Total Return (2008): -45.92% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CLGAX Category Alpha (against Standard Index) -1.28 2.46 Beta (against Standard Index) 1.03 1.00 Mean Annual Return -8.92 -0.25 R-squared (against Standard Index) 92 88.93 Standard Deviation 21.34 21.28 Sharpe Ratio -0.42 N/A Treynor Ratio -10.59 N/A 5 Years Statistic CLGAX Category Alpha (against Standard Index) -1.05 0.97 Beta (against Standard Index) 1.06 1.01 Mean Annual Return -1.29 0.20 R-squared (against Standard Index) 89 86.48 Standard Deviation 18.02 17.57 Sharpe Ratio -0.14 N/A Treynor Ratio -3.96 N/A 10 Years Statistic CLGAX Category Alpha (against Standard Index) -0.52 -0.87 Beta (against Standard Index) 1.02 1.03 Mean Annual Return -1.80 -0.04 R-squared (against Standard Index) 77 79.67 Standard Deviation 18.54 18.78 Sharpe Ratio -0.15 N/A Treynor Ratio -4.56 N/A
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