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Wednesday, December 23, 2009, 5:45PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Up 0.75%
Calvert World Values International Eq B (CWVBX)On Dec 23: 12.26  Up 0.04 (0.33%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):25.43%
Worst 1 Yr Total Return (2008):-46.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCWVBXCategory
Alpha (against Standard Index)-7.25-0.21
Beta (against Standard Index)1.071.01
Mean Annual Return-13.12-0.25
R-squared (against Standard Index)9595.18
Standard Deviation26.3924.76
Sharpe Ratio-0.48N/A
Treynor Ratio-14.34N/A
5 Years
StatisticCWVBXCategory
Alpha (against Standard Index)-5.45-0.52
Beta (against Standard Index)1.081.00
Mean Annual Return-1.630.46
R-squared (against Standard Index)9594.69
Standard Deviation21.6820.25
Sharpe Ratio-0.10N/A
Treynor Ratio-4.30N/A
10 Years
StatisticCWVBXCategory
Alpha (against Standard Index)-4.462.00
Beta (against Standard Index)1.040.98
Mean Annual Return-2.790.46
R-squared (against Standard Index)9492.23
Standard Deviation19.3218.46
Sharpe Ratio-0.20N/A
Treynor Ratio-5.48N/A

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