Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Thursday, December 24, 2009, 6:10AM ET - U.S. Markets open in 3 hours and 20 minutes. Dow Up 0.01% Nasdaq  0.00%
Calvert New Vision Small Cap B (CNVBX)On Dec 23: 11.15  Up 0.11 (1.00%)  
MORE ON CNVBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:1
Number of Years Down:4
Best 1 Yr Total Return (2004):8.04%
Worst 1 Yr Total Return (2008):-34.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCNVBXCategory
Alpha (against Standard Index)-6.520.16
Beta (against Standard Index)0.961.12
Mean Annual Return-11.78-0.38
R-squared (against Standard Index)8184.86
Standard Deviation21.1024.29
Sharpe Ratio-0.59N/A
Treynor Ratio-14.65N/A
5 Years
StatisticCNVBXCategory
Alpha (against Standard Index)-9.21-0.01
Beta (against Standard Index)0.991.17
Mean Annual Return-8.540.16
R-squared (against Standard Index)7580.32
Standard Deviation18.3420.99
Sharpe Ratio-0.55N/A
Treynor Ratio-11.62N/A
10 Years
StatisticCNVBXCategory
Alpha (against Standard Index)0.354.06
Beta (against Standard Index)0.961.16
Mean Annual Return-0.730.37
R-squared (against Standard Index)6357.27
Standard Deviation19.5925.21
Sharpe Ratio-0.09N/A
Treynor Ratio-3.81N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center