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Calvert Social Investment Equity A (CSIEX)
On
Dec 24
:
30.73
0.15
(0.49%)
MORE ON CSIEX
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Risk
As of 30-Nov-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)
:
10.16%
Worst 1 Yr Total Return
(2008)
:
-35.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSIEX
Category
Alpha (against Standard Index)
3.52
2.20
Beta (against Standard Index)
0.97
0.99
Mean Annual Return
-2.20
-0.14
R-squared (against Standard Index)
94
88.76
Standard Deviation
19.81
21.04
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.60
N/A
5 Years
Statistic
CSIEX
Category
Alpha (against Standard Index)
1.16
0.80
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
1.93
0.24
R-squared (against Standard Index)
93
86.59
Standard Deviation
16.03
17.50
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.09
N/A
10 Years
Statistic
CSIEX
Category
Alpha (against Standard Index)
3.86
-0.13
Beta (against Standard Index)
0.93
1.04
Mean Annual Return
3.56
0.05
R-squared (against Standard Index)
91
78.99
Standard Deviation
15.85
19.17
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.67
N/A
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