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Calvert Intl Opp C (COICX)
On
Dec 21
:
11.43
0.13
(1.15%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-44.18%
Worst 1 Yr Total Return
(2008)
:
-44.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
COICX
Category
Alpha (against Standard Index)
N/A
1.55
Beta (against Standard Index)
N/A
1.10
Mean Annual Return
N/A
-0.14
R-squared (against Standard Index)
N/A
90.55
Standard Deviation
N/A
27.91
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
5 Years
Statistic
COICX
Category
Alpha (against Standard Index)
N/A
2.92
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.78
R-squared (against Standard Index)
N/A
89.30
Standard Deviation
N/A
23.42
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
COICX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
77.33
Standard Deviation
N/A
23.05
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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