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

Tuesday, December 29, 2009, 5:53AM ET - U.S. Markets open in 3 hours and 37 minutes. Dow Up 0.26% Nasdaq  0.00%
Calvert Social Investment Bond A (CSIBX)On Dec 28: 15.10  Down 0.01 (0.07%)  
MORE ON CSIBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):6.66%
Worst 1 Yr Total Return (2008):-5.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCSIBXCategory
Alpha (against Standard Index)-1.44-1.73
Beta (against Standard Index)0.801.02
Mean Annual Return4.020.39
R-squared (against Standard Index)5359.65
Standard Deviation4.485.93
Sharpe Ratio0.40N/A
Treynor Ratio2.19N/A
5 Years
StatisticCSIBXCategory
Alpha (against Standard Index)-0.40-1.13
Beta (against Standard Index)0.770.98
Mean Annual Return4.480.35
R-squared (against Standard Index)5861.85
Standard Deviation3.714.90
Sharpe Ratio0.40N/A
Treynor Ratio1.94N/A
10 Years
StatisticCSIBXCategory
Alpha (against Standard Index)0.12-0.67
Beta (against Standard Index)0.850.96
Mean Annual Return5.990.46
R-squared (against Standard Index)5770.95
Standard Deviation4.244.48
Sharpe Ratio0.71N/A
Treynor Ratio3.63N/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