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Calvert Large Cap Growth B (CLGBX)
On
Dec 24
:
23.54
0.07
(0.30%)
MORE ON CLGBX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
CLGBX
Category
Alpha (against Standard Index)
-2.47
2.20
Beta (against Standard Index)
1.03
0.99
Mean Annual Return
-8.52
-0.14
R-squared (against Standard Index)
92
88.76
Standard Deviation
21.20
21.04
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.53
N/A
5 Years
Statistic
CLGBX
Category
Alpha (against Standard Index)
-2.45
0.80
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
-2.11
0.24
R-squared (against Standard Index)
89
86.59
Standard Deviation
17.95
17.50
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-4.83
N/A
10 Years
Statistic
CLGBX
Category
Alpha (against Standard Index)
-0.65
-0.13
Beta (against Standard Index)
1.04
1.04
Mean Annual Return
-1.84
0.05
R-squared (against Standard Index)
76
78.99
Standard Deviation
19.19
19.17
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.59
N/A
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