CEYIX - Calvert Equity I

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★
Number of Years Up15
Number of Years Down3
Best 1 Yr Total Return (Dec 30, 2017)34.21%
Worst 1 Yr Total Return (Dec 30, 2017)-35.19%

Risk Statistics

3 Years
CEYIXCategory Average
5 Years
CEYIXCategory Average
10 Years
CEYIXCategory Average
Alpha
0.46-0
0.38-0.01
0.5-0
Beta
0.880.01
0.90.01
0.970.01
Mean Annual Return
0.880.01
1.180.01
0.80.01
R-squared
87.620.82
88.360.8
93.220.88
Standard Deviation
9.470.11
9.120.11
15.170.16
Sharpe Ratio
1.060.01
1.520.01
0.610.01
Treynor Ratio
11.470.1
15.860.15
8.660.08