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Calvert Social Index C (CSXCX)

On Feb 9: 9.40   0.11 (1.18%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2009): 32.93% Worst 1 Yr Total Return (2008): -40.65% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CSXCX Category Alpha (against Standard Index) -0.94 2.46 Beta (against Standard Index) 1.07 1.00 Mean Annual Return -8.96 -0.25 R-squared (against Standard Index) 97 88.93 Standard Deviation 21.70 21.28 Sharpe Ratio -0.41 N/A Treynor Ratio -10.19 N/A 5 Years Statistic CSXCX Category Alpha (against Standard Index) -1.94 0.97 Beta (against Standard Index) 1.08 1.01 Mean Annual Return -2.10 0.20 R-squared (against Standard Index) 96 86.48 Standard Deviation 17.56 17.57 Sharpe Ratio -0.20 N/A Treynor Ratio -4.66 N/A 10 Years Statistic CSXCX Category Alpha (against Standard Index) N/A -0.87 Beta (against Standard Index) N/A 1.03 Mean Annual Return N/A -0.04 R-squared (against Standard Index) N/A 79.67 Standard Deviation N/A 18.78 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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