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Sunday, December 27, 2009, 8:46AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Calvert Large Cap Growth B (CLGBX)On Dec 24: 23.54  Up 0.07 (0.30%)  
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Risk  As of 30-Nov-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):15.56%
Worst 1 Yr Total Return (2008):-46.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCLGBXCategory
Alpha (against Standard Index)-2.472.20
Beta (against Standard Index)1.030.99
Mean Annual Return-8.52-0.14
R-squared (against Standard Index)9288.76
Standard Deviation21.2021.04
Sharpe Ratio-0.42N/A
Treynor Ratio-10.53N/A
5 Years
StatisticCLGBXCategory
Alpha (against Standard Index)-2.450.80
Beta (against Standard Index)1.061.01
Mean Annual Return-2.110.24
R-squared (against Standard Index)8986.59
Standard Deviation17.9517.50
Sharpe Ratio-0.19N/A
Treynor Ratio-4.83N/A
10 Years
StatisticCLGBXCategory
Alpha (against Standard Index)-0.65-0.13
Beta (against Standard Index)1.041.04
Mean Annual Return-1.840.05
R-squared (against Standard Index)7678.99
Standard Deviation19.1919.17
Sharpe Ratio-0.15N/A
Treynor Ratio-4.59N/A

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