CSECX - Calvert Equity Fund

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★
Number of Years Up23
Number of Years Down5
Best 1 Yr Total Return (May 25, 2023)35.45%
Worst 1 Yr Total Return (May 25, 2023)N/A

Risk Statistics

3 Years
CSECXCategory Average
5 Years
CSECXCategory Average
10 Years
CSECXCategory Average
Alpha
-1.650.03
2.80.04
1.60.01
BETA
0.940.01
0.880.01
0.880.01
Mean Annual Return
1.070.02
1.170.02
1.080.01
R-squared
90.590.89
90.270.87
89.950.87
Standard Deviation
17.870.2
17.230.16
13.860.15
Sharpe Ratio
0.640.01
0.720.01
0.860.01
Treynor Ratio
11.160.21
13.440.21
13.20.15