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 Dow Up0.80% Nasdaq Up0.97%

Calvert International Equity C (CWVCX)

13.95 Up 0.06(0.43%) May 17


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up13
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 1999):28.81%
Worst 1 Yr Total Return(Dec 30, 2008):-46.82%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCWVCXCategory
Alpha (against Standard Index)-2.12-0.57
Beta (against Standard Index)0.920.97
Mean Annual Return0.480.68
R-squared (against Standard Index)97.4694.99
Standard Deviation18.2219.30
Sharpe Ratio0.310.43
Treynor Ratio4.436.83
5 Years
StatisticCWVCXCategory
Alpha (against Standard Index)-3.90-0.26
Beta (against Standard Index)1.011.00
Mean Annual Return-0.200.13
R-squared (against Standard Index)96.0495.56
Standard Deviation23.9423.64
Sharpe Ratio-0.110.06
Treynor Ratio-5.50-1.44
10 Years
StatisticCWVCXCategory
Alpha (against Standard Index)-4.71-0.36
Beta (against Standard Index)1.010.99
Mean Annual Return0.510.84
R-squared (against Standard Index)95.5094.83
Standard Deviation18.9918.53
Sharpe Ratio0.230.46
Treynor Ratio2.567.14