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Calvert Social Index B (CSXBX)
On
Dec 28
:
9.93
0.01
(0.10%)
MORE ON CSXBX
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Research Reports
Risk
As of 30-Nov-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)
:
10.19%
Worst 1 Yr Total Return
(2008)
:
-40.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSXBX
Category
Alpha (against Standard Index)
-1.30
2.20
Beta (against Standard Index)
1.07
0.99
Mean Annual Return
-7.78
-0.14
R-squared (against Standard Index)
97
88.76
Standard Deviation
21.61
21.04
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-9.37
N/A
5 Years
Statistic
CSXBX
Category
Alpha (against Standard Index)
-2.30
0.80
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
-1.91
0.24
R-squared (against Standard Index)
96
86.59
Standard Deviation
17.60
17.50
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-4.54
N/A
10 Years
Statistic
CSXBX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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