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Wednesday, December 30, 2009, 3:29PM ET - U.S. Markets close in 31 mins.. Dow  0.13% Nasdaq  0.19%

Calvert Social Investment Enhanced Eq C (CMICX)

On Dec 29: 13.40   0.00 (0.00%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 11.61% Worst 1 Yr Total Return (2008): -39.08% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CMICX Category Alpha (against Standard Index) -3.48 0.06 Beta (against Standard Index) 1.03 1.00 Mean Annual Return -9.33 -0.33 R-squared (against Standard Index) 98 95.82 Standard Deviation 20.57 20.42 Sharpe Ratio -0.48 N/A Treynor Ratio -11.28 N/A 5 Years Statistic CMICX Category Alpha (against Standard Index) -3.10 0.04 Beta (against Standard Index) 1.03 1.01 Mean Annual Return -2.50 0.17 R-squared (against Standard Index) 98 95.19 Standard Deviation 16.68 16.64 Sharpe Ratio -0.24 N/A Treynor Ratio -5.33 N/A 10 Years Statistic CMICX Category Alpha (against Standard Index) -1.28 0.81 Beta (against Standard Index) 0.99 0.96 Mean Annual Return -1.84 0.14 R-squared (against Standard Index) 97 91.13 Standard Deviation 16.30 16.39 Sharpe Ratio -0.21 N/A Treynor Ratio -4.79 N/A
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