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    Calvert Equity A (CSIEX)

    40.70 Up 0.15(0.37%) May 27

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up23
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):33.41%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.53%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.88-0.82
    Beta (against Standard Index)0.911.04
    Mean Annual Return0.930.91
    R-squared (against Standard Index)94.1385.76
    Standard Deviation10.6512.75
    Sharpe Ratio1.040.86
    Treynor Ratio12.2110.22
    5 Years
    Alpha (against Standard Index)-1.46-2.16
    Beta (against Standard Index)0.971.07
    Mean Annual Return0.790.82
    R-squared (against Standard Index)92.3188.36
    Standard Deviation12.3413.87
    Sharpe Ratio0.760.71
    Treynor Ratio9.248.67
    10 Years
    Alpha (against Standard Index)0.36-0.23
    Beta (against Standard Index)0.971.02
    Mean Annual Return0.670.65
    R-squared (against Standard Index)93.7588.37
    Standard Deviation15.2716.67
    Sharpe Ratio0.460.41
    Treynor Ratio6.235.47