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    Calvert Equity A (CSIEX)

    50.55 Up 0.23(0.46%) May 4

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up22
    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)-2.05-1.14
    Beta (against Standard Index)1.021.02
    Mean Annual Return1.151.22
    R-squared (against Standard Index)91.1982.02
    Standard Deviation10.2710.87
    Sharpe Ratio1.341.36
    Treynor Ratio13.7414.76
    5 Years
    Alpha (against Standard Index)-1.18-1.15
    Beta (against Standard Index)1.011.06
    Mean Annual Return1.121.17
    R-squared (against Standard Index)92.6089.84
    Standard Deviation13.6514.48
    Sharpe Ratio0.980.97
    Treynor Ratio13.0013.12
    10 Years
    Alpha (against Standard Index)0.260.46
    Beta (against Standard Index)0.981.03
    Mean Annual Return0.750.79
    R-squared (against Standard Index)93.6087.88
    Standard Deviation15.0016.22
    Sharpe Ratio0.500.50
    Treynor Ratio6.806.87