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Sunday, December 6, 2009, 2:39AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Calvert Large Cap Growth C (CLGCX)On Dec 4: 23.05  Up 0.06 (0.26%)  
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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):15.55%
Worst 1 Yr Total Return (2008):-46.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCLGCXCategory
Alpha (against Standard Index)-2.662.45
Beta (against Standard Index)1.021.00
Mean Annual Return-9.90-0.24
R-squared (against Standard Index)9288.47
Standard Deviation20.8620.84
Sharpe Ratio-0.51N/A
Treynor Ratio-12.04N/A
5 Years
StatisticCLGCXCategory
Alpha (against Standard Index)-2.080.94
Beta (against Standard Index)1.061.01
Mean Annual Return-2.150.21
R-squared (against Standard Index)8986.37
Standard Deviation17.9217.46
Sharpe Ratio-0.20N/A
Treynor Ratio-4.88N/A
10 Years
StatisticCLGCXCategory
Alpha (against Standard Index)0.650.18
Beta (against Standard Index)1.051.04
Mean Annual Return-1.050.04
R-squared (against Standard Index)7478.62
Standard Deviation19.5719.22
Sharpe Ratio-0.10N/A
Treynor Ratio-3.84N/A

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