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Monday, December 7, 2009, 5:59PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Down 0.22%
Calvert New Vision Small Cap C (CNVCX)On Dec 7: 10.81  Down 0.01 (0.09%)  
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Risk  As of 31-Oct-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):8.16%
Worst 1 Yr Total Return (2008):-34.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCNVCXCategory
Alpha (against Standard Index)-6.081.71
Beta (against Standard Index)0.971.15
Mean Annual Return-12.58-0.40
R-squared (against Standard Index)8185.55
Standard Deviation20.9624.28
Sharpe Ratio-0.65N/A
Treynor Ratio-15.49N/A
5 Years
StatisticCNVCXCategory
Alpha (against Standard Index)-8.071.12
Beta (against Standard Index)1.011.19
Mean Annual Return-7.880.21
R-squared (against Standard Index)7581.02
Standard Deviation18.4921.15
Sharpe Ratio-0.51N/A
Treynor Ratio-10.80N/A
10 Years
StatisticCNVCXCategory
Alpha (against Standard Index)1.535.25
Beta (against Standard Index)0.971.18
Mean Annual Return0.000.43
R-squared (against Standard Index)6256.73
Standard Deviation19.7725.52
Sharpe Ratio-0.05N/A
Treynor Ratio-3.06N/A

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