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Calvert New Vision Small Cap B (CNVBX)
On
Dec 23
:
11.15
0.11
(1.00%)
MORE ON CNVBX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
CNVBX
Category
Alpha (against Standard Index)
-6.52
0.16
Beta (against Standard Index)
0.96
1.12
Mean Annual Return
-11.78
-0.38
R-squared (against Standard Index)
81
84.86
Standard Deviation
21.10
24.29
Sharpe Ratio
-0.59
N/A
Treynor Ratio
-14.65
N/A
5 Years
Statistic
CNVBX
Category
Alpha (against Standard Index)
-9.21
-0.01
Beta (against Standard Index)
0.99
1.17
Mean Annual Return
-8.54
0.16
R-squared (against Standard Index)
75
80.32
Standard Deviation
18.34
20.99
Sharpe Ratio
-0.55
N/A
Treynor Ratio
-11.62
N/A
10 Years
Statistic
CNVBX
Category
Alpha (against Standard Index)
0.35
4.06
Beta (against Standard Index)
0.96
1.16
Mean Annual Return
-0.73
0.37
R-squared (against Standard Index)
63
57.27
Standard Deviation
19.59
25.21
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.81
N/A
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