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Wednesday, December 9, 2009, 6:26PM ET - U.S. Markets Closed. Dow  0.50% Nasdaq  0.49%

Calvert Social Investment Equity C (CSECX)

On Dec 9: 24.09   0.09 (0.38%)

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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): 9.34% Worst 1 Yr Total Return (2008): -36.05% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CSECX Category Alpha (against Standard Index) 2.87 2.45 Beta (against Standard Index) 0.98 1.00 Mean Annual Return -4.12 -0.24 R-squared (against Standard Index) 94 88.47 Standard Deviation 19.62 20.84 Sharpe Ratio -0.24 N/A Treynor Ratio -6.69 N/A 5 Years Statistic CSECX Category Alpha (against Standard Index) 0.57 0.94 Beta (against Standard Index) 0.97 1.01 Mean Annual Return 0.96 0.21 R-squared (against Standard Index) 93 86.37 Standard Deviation 15.97 17.46 Sharpe Ratio -0.05 N/A Treynor Ratio -2.13 N/A 10 Years Statistic CSECX Category Alpha (against Standard Index) 3.38 0.18 Beta (against Standard Index) 0.94 1.04 Mean Annual Return 2.67 0.04 R-squared (against Standard Index) 91 78.62 Standard Deviation 15.84 19.22 Sharpe Ratio 0.06 N/A Treynor Ratio -0.32 N/A
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