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Calvert New Vision Small Cap C (CNVCX)
On
Dec 7
:
10.81
0.01
(0.09%)
MORE ON CNVCX
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Risk
As of 31-Oct-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)
:
8.16%
Worst 1 Yr Total Return
(2008)
:
-34.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CNVCX
Category
Alpha (against Standard Index)
-6.08
1.71
Beta (against Standard Index)
0.97
1.15
Mean Annual Return
-12.58
-0.40
R-squared (against Standard Index)
81
85.55
Standard Deviation
20.96
24.28
Sharpe Ratio
-0.65
N/A
Treynor Ratio
-15.49
N/A
5 Years
Statistic
CNVCX
Category
Alpha (against Standard Index)
-8.07
1.12
Beta (against Standard Index)
1.01
1.19
Mean Annual Return
-7.88
0.21
R-squared (against Standard Index)
75
81.02
Standard Deviation
18.49
21.15
Sharpe Ratio
-0.51
N/A
Treynor Ratio
-10.80
N/A
10 Years
Statistic
CNVCX
Category
Alpha (against Standard Index)
1.53
5.25
Beta (against Standard Index)
0.97
1.18
Mean Annual Return
0.00
0.43
R-squared (against Standard Index)
62
56.73
Standard Deviation
19.77
25.52
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-3.06
N/A
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