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Saturday, December 19, 2009, 2:18AM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

Calvert New Vision Small Cap I (CVSMX)

On Dec 18: 13.46   0.09 (0.67%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 11.85% Worst 1 Yr Total Return (2008): -33.45% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CVSMX Category Alpha (against Standard Index) -4.47 0.16 Beta (against Standard Index) 0.96 1.12 Mean Annual Return -9.97 -0.38 R-squared (against Standard Index) 81 84.86 Standard Deviation 21.16 24.29 Sharpe Ratio -0.49 N/A Treynor Ratio -12.72 N/A 5 Years Statistic CVSMX Category Alpha (against Standard Index) -7.31 -0.01 Beta (against Standard Index) 0.99 1.17 Mean Annual Return -6.78 0.16 R-squared (against Standard Index) 75 80.32 Standard Deviation 18.39 20.99 Sharpe Ratio -0.45 N/A Treynor Ratio -9.82 N/A 10 Years Statistic CVSMX Category Alpha (against Standard Index) 2.13 4.06 Beta (against Standard Index) 0.96 1.16 Mean Annual Return 1.03 0.37 R-squared (against Standard Index) 63 57.27 Standard Deviation 19.65 25.21 Sharpe Ratio 0.00 N/A Treynor Ratio -1.97 N/A
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