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Calvert Short Duration Income A (CSDAX)
On
Dec 2
:
16.28
0.23
(1.39%)
MORE ON CSDAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.69%
Worst 1 Yr Total Return
(2008)
:
-0.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSDAX
Category
Alpha (against Standard Index)
1.47
-0.26
Beta (against Standard Index)
0.41
0.38
Mean Annual Return
5.56
0.30
R-squared (against Standard Index)
33
32.40
Standard Deviation
2.83
3.42
Sharpe Ratio
1.04
N/A
Treynor Ratio
7.59
N/A
5 Years
Statistic
CSDAX
Category
Alpha (against Standard Index)
1.16
-0.58
Beta (against Standard Index)
0.37
0.40
Mean Annual Return
4.97
0.27
R-squared (against Standard Index)
33
36.30
Standard Deviation
2.24
2.80
Sharpe Ratio
0.81
N/A
Treynor Ratio
5.30
N/A
10 Years
Statistic
CSDAX
Category
Alpha (against Standard Index)
N/A
-0.21
Beta (against Standard Index)
N/A
0.44
Mean Annual Return
N/A
0.35
R-squared (against Standard Index)
N/A
45.80
Standard Deviation
N/A
2.67
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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