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

Sunday, December 27, 2009, 9:41AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Calvert Social Investment Equity A (CSIEX)On Dec 24: 30.73  Up 0.15 (0.49%)  
MORE ON CSIEX
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):10.16%
Worst 1 Yr Total Return (2008):-35.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCSIEXCategory
Alpha (against Standard Index)3.522.20
Beta (against Standard Index)0.970.99
Mean Annual Return-2.20-0.14
R-squared (against Standard Index)9488.76
Standard Deviation19.8121.04
Sharpe Ratio-0.13N/A
Treynor Ratio-4.60N/A
5 Years
StatisticCSIEXCategory
Alpha (against Standard Index)1.160.80
Beta (against Standard Index)0.971.01
Mean Annual Return1.930.24
R-squared (against Standard Index)9386.59
Standard Deviation16.0317.50
Sharpe Ratio0.02N/A
Treynor Ratio-1.09N/A
10 Years
StatisticCSIEXCategory
Alpha (against Standard Index)3.86-0.13
Beta (against Standard Index)0.931.04
Mean Annual Return3.560.05
R-squared (against Standard Index)9178.99
Standard Deviation15.8519.17
Sharpe Ratio0.12N/A
Treynor Ratio0.67N/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