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Calvert New Vision Small Cap A (CNVAX)

On Dec 7: 12.19   0.00 (0.00%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 2 Number of Years Down: 3 Best 1 Yr Total Return (2004): 9.03% Worst 1 Yr Total Return (2008): -33.90% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CNVAX Category Alpha (against Standard Index) -5.10 1.71 Beta (against Standard Index) 0.97 1.15 Mean Annual Return -11.70 -0.40 R-squared (against Standard Index) 81 85.55 Standard Deviation 20.95 24.28 Sharpe Ratio -0.60 N/A Treynor Ratio -14.59 N/A 5 Years Statistic CNVAX Category Alpha (against Standard Index) -7.17 1.12 Beta (against Standard Index) 1.01 1.19 Mean Annual Return -7.04 0.21 R-squared (against Standard Index) 75 81.02 Standard Deviation 18.49 21.15 Sharpe Ratio -0.46 N/A Treynor Ratio -9.98 N/A 10 Years Statistic CNVAX Category Alpha (against Standard Index) 2.41 5.25 Beta (against Standard Index) 0.97 1.18 Mean Annual Return 0.88 0.43 R-squared (against Standard Index) 62 56.73 Standard Deviation 19.77 25.52 Sharpe Ratio -0.01 N/A Treynor Ratio -2.15 N/A
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