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Tuesday, December 15, 2009, 8:56AM ET - U.S. Markets open in 34 mins.. Dow Up 0.28% Nasdaq  0.00%
Calvert Mid Cap Value I (CMDIX)On Dec 14: 15.44  Up 0.18 (1.18%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:2
Number of Years Down:1
Best 1 Yr Total Return (2006):14.59%
Worst 1 Yr Total Return (2008):-37.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCMDIXCategory
Alpha (against Standard Index)-1.421.45
Beta (against Standard Index)1.011.13
Mean Annual Return-7.43-0.27
R-squared (against Standard Index)8988.11
Standard Deviation21.1623.88
Sharpe Ratio-0.36N/A
Treynor Ratio-9.65N/A
5 Years
StatisticCMDIXCategory
Alpha (against Standard Index)-1.061.17
Beta (against Standard Index)1.011.15
Mean Annual Return-0.590.26
R-squared (against Standard Index)8786.34
Standard Deviation17.3319.90
Sharpe Ratio-0.12N/A
Treynor Ratio-3.54N/A
10 Years
StatisticCMDIXCategory
Alpha (against Standard Index)N/A5.72
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.53
R-squared (against Standard Index)N/A73.17
Standard DeviationN/A19.87
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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