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Sunday, December 20, 2009, 11:14AM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Calvert Mid Cap Value A (CMVAX)On Dec 18: 15.01  Up 0.10 (0.67%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2006):13.80%
Worst 1 Yr Total Return (2008):-37.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCMVAXCategory
Alpha (against Standard Index)-2.121.45
Beta (against Standard Index)1.001.13
Mean Annual Return-8.07-0.27
R-squared (against Standard Index)8988.11
Standard Deviation21.1223.88
Sharpe Ratio-0.40N/A
Treynor Ratio-10.29N/A
5 Years
StatisticCMVAXCategory
Alpha (against Standard Index)-1.681.17
Beta (against Standard Index)1.011.15
Mean Annual Return-1.200.26
R-squared (against Standard Index)8786.34
Standard Deviation17.3119.90
Sharpe Ratio-0.15N/A
Treynor Ratio-4.16N/A
10 Years
StatisticCMVAXCategory
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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