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Saturday, December 5, 2009, 9:06PM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Calvert Social Investment Equity B (CSEBX)

On Dec 4: 26.35   0.07 (0.27%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 9.24% Worst 1 Yr Total Return (2008): -36.11% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CSEBX Category Alpha (against Standard Index) 2.78 2.45 Beta (against Standard Index) 0.98 1.00 Mean Annual Return -4.22 -0.24 R-squared (against Standard Index) 94 88.47 Standard Deviation 19.63 20.84 Sharpe Ratio -0.24 N/A Treynor Ratio -6.79 N/A 5 Years Statistic CSEBX Category Alpha (against Standard Index) 0.48 0.94 Beta (against Standard Index) 0.97 1.01 Mean Annual Return 0.86 0.21 R-squared (against Standard Index) 94 86.37 Standard Deviation 15.98 17.46 Sharpe Ratio -0.05 N/A Treynor Ratio -2.23 N/A 10 Years Statistic CSEBX Category Alpha (against Standard Index) 3.30 0.18 Beta (against Standard Index) 0.94 1.04 Mean Annual Return 2.59 0.04 R-squared (against Standard Index) 91 78.62 Standard Deviation 15.83 19.22 Sharpe Ratio 0.06 N/A Treynor Ratio -0.40 N/A
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