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Tuesday, December 29, 2009, 5:40AM ET - U.S. Markets open in 3 hours and 50 minutes. Dow Up 0.26% Nasdaq  0.00%
Calvert Social Investment Enhanced Eq A (CMIFX)On Dec 28: 14.54  Up 0.01 (0.07%)  
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Risk  As of 30-Nov-09Get 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
StatisticCMIFXCategory
Alpha (against Standard Index)-2.620.06
Beta (against Standard Index)1.031.00
Mean Annual Return-8.55-0.33
R-squared (against Standard Index)9895.82
Standard Deviation20.5920.42
Sharpe Ratio-0.44N/A
Treynor Ratio-10.51N/A
5 Years
StatisticCMIFXCategory
Alpha (against Standard Index)-2.220.04
Beta (against Standard Index)1.031.01
Mean Annual Return-1.640.17
R-squared (against Standard Index)9895.19
Standard Deviation16.7016.64
Sharpe Ratio-0.19N/A
Treynor Ratio-4.49N/A
10 Years
StatisticCMIFXCategory
Alpha (against Standard Index)-0.320.81
Beta (against Standard Index)1.000.96
Mean Annual Return-0.890.14
R-squared (against Standard Index)9791.13
Standard Deviation16.3216.39
Sharpe Ratio-0.15N/A
Treynor Ratio-3.84N/A

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