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Saturday, December 26, 2009, 2:14PM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

Calvert Social Index C (CSXCX)

On Dec 24: 9.91   0.05 (0.51%)

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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): 10.20% Worst 1 Yr Total Return (2008): -40.65% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CSXCX Category Alpha (against Standard Index) -1.35 2.20 Beta (against Standard Index) 1.07 0.99 Mean Annual Return -7.80 -0.14 R-squared (against Standard Index) 97 88.76 Standard Deviation 21.56 21.04 Sharpe Ratio -0.37 N/A Treynor Ratio -9.40 N/A 5 Years Statistic CSXCX Category Alpha (against Standard Index) -2.31 0.80 Beta (against Standard Index) 1.08 1.01 Mean Annual Return -1.92 0.24 R-squared (against Standard Index) 96 86.59 Standard Deviation 17.57 17.50 Sharpe Ratio -0.19 N/A Treynor Ratio -4.56 N/A 10 Years Statistic CSXCX 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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