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Calvert Social Index A (CSXAX)

On Dec 4: 10.12   0.09 (0.90%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 11.38% Worst 1 Yr Total Return (2008): -40.04% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CSXAX Category Alpha (against Standard Index) -0.12 2.45 Beta (against Standard Index) 1.08 1.00 Mean Annual Return -8.06 -0.24 R-squared (against Standard Index) 97 88.47 Standard Deviation 21.39 20.84 Sharpe Ratio -0.40 N/A Treynor Ratio -9.70 N/A 5 Years Statistic CSXAX Category Alpha (against Standard Index) -1.21 0.94 Beta (against Standard Index) 1.08 1.01 Mean Annual Return -1.25 0.21 R-squared (against Standard Index) 96 86.37 Standard Deviation 17.54 17.46 Sharpe Ratio -0.15 N/A Treynor Ratio -3.95 N/A 10 Years Statistic CSXAX Category Alpha (against Standard Index) N/A 0.18 Beta (against Standard Index) N/A 1.04 Mean Annual Return N/A 0.04 R-squared (against Standard Index) N/A 78.62 Standard Deviation N/A 19.22 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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