Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, December 2, 2009, 1:22AM ET - U.S. Markets open in 8 hours and 8 minutes. Dow Up 1.23% Nasdaq Up 1.46%
Calvert World Values International Eq I (CWVIX)On Dec 1: 14.83  Up 0.39 (2.70%)  
MORE ON CWVIX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):27.47%
Worst 1 Yr Total Return (2008):-45.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCWVIXCategory
Alpha (against Standard Index)-5.49-0.52
Beta (against Standard Index)1.081.01
Mean Annual Return-11.29-0.25
R-squared (against Standard Index)9596.20
Standard Deviation26.4924.79
Sharpe Ratio-0.40N/A
Treynor Ratio-12.74N/A
5 Years
StatisticCWVIXCategory
Alpha (against Standard Index)-4.02-0.43
Beta (against Standard Index)1.071.01
Mean Annual Return0.780.55
R-squared (against Standard Index)9595.85
Standard Deviation21.8520.52
Sharpe Ratio0.01N/A
Treynor Ratio-2.09N/A
10 Years
StatisticCWVIXCategory
Alpha (against Standard Index)-2.35-0.03
Beta (against Standard Index)1.051.01
Mean Annual Return-0.590.31
R-squared (against Standard Index)9492.22
Standard Deviation19.4119.09
Sharpe Ratio-0.08N/A
Treynor Ratio-3.40N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center