Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Thursday, December 24, 2009, 6:34PM ET - U.S. Markets closed early today. Dow Up 0.51% Nasdaq Up 0.71%
Calvert Social Investment Balanced C (CSGCX)On Dec 24: 24.53  Up 0.04 (0.16%)  
MORE ON CSGCX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get 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):7.35%
Worst 1 Yr Total Return (2008):-29.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCSGCXCategory
Alpha (against Standard Index)-5.55-2.96
Beta (against Standard Index)0.931.07
Mean Annual Return-4.40-0.09
R-squared (against Standard Index)9193.10
Standard Deviation12.9614.78
Sharpe Ratio-0.45N/A
Treynor Ratio-7.14N/A
5 Years
StatisticCSGCXCategory
Alpha (against Standard Index)-4.59-2.53
Beta (against Standard Index)0.931.06
Mean Annual Return-0.030.24
R-squared (against Standard Index)9092.17
Standard Deviation10.5011.94
Sharpe Ratio-0.23N/A
Treynor Ratio-3.26N/A
10 Years
StatisticCSGCXCategory
Alpha (against Standard Index)-4.96-2.27
Beta (against Standard Index)0.991.06
Mean Annual Return-0.190.27
R-squared (against Standard Index)8986.88
Standard Deviation10.4411.38
Sharpe Ratio-0.24N/A
Treynor Ratio-3.14N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center