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Calvert Social Investment Balanced B (CSLBX)
On
Dec 4
:
24.39
0.09
(0.37%)
MORE ON CSLBX
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Risk
As of 31-Oct-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)
:
7.44%
Worst 1 Yr Total Return
(2008)
:
-29.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSLBX
Category
Alpha (against Standard Index)
-5.84
-2.88
Beta (against Standard Index)
0.93
1.08
Mean Annual Return
-5.12
-0.13
R-squared (against Standard Index)
91
93.44
Standard Deviation
12.82
14.69
Sharpe Ratio
-0.53
N/A
Treynor Ratio
-8.09
N/A
5 Years
Statistic
CSLBX
Category
Alpha (against Standard Index)
-4.68
-2.47
Beta (against Standard Index)
0.92
1.06
Mean Annual Return
-0.26
0.23
R-squared (against Standard Index)
90
92.52
Standard Deviation
10.45
11.89
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-3.55
N/A
10 Years
Statistic
CSLBX
Category
Alpha (against Standard Index)
-4.99
-2.17
Beta (against Standard Index)
0.99
1.05
Mean Annual Return
-0.40
0.26
R-squared (against Standard Index)
89
86.72
Standard Deviation
10.40
11.31
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-3.40
N/A
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