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Calvert Social Investment Enhanced Eq A (CMIFX)

On Dec 28: 14.54   0.01 (0.07%)

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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): 12.67% Worst 1 Yr Total Return (2008): -38.54% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CMIFX Category Alpha (against Standard Index) -2.62 0.06 Beta (against Standard Index) 1.03 1.00 Mean Annual Return -8.55 -0.33 R-squared (against Standard Index) 98 95.82 Standard Deviation 20.59 20.42 Sharpe Ratio -0.44 N/A Treynor Ratio -10.51 N/A 5 Years Statistic CMIFX Category Alpha (against Standard Index) -2.22 0.04 Beta (against Standard Index) 1.03 1.01 Mean Annual Return -1.64 0.17 R-squared (against Standard Index) 98 95.19 Standard Deviation 16.70 16.64 Sharpe Ratio -0.19 N/A Treynor Ratio -4.49 N/A 10 Years Statistic CMIFX Category Alpha (against Standard Index) -0.32 0.81 Beta (against Standard Index) 1.00 0.96 Mean Annual Return -0.89 0.14 R-squared (against Standard Index) 97 91.13 Standard Deviation 16.32 16.39 Sharpe Ratio -0.15 N/A Treynor Ratio -3.84 N/A
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