Calvert Global Alternative Energy Fund

Scorecard
1 / 5 Stars
Lipper
2 1 1 1 2
Zacks Investment Research
3 (Hold)
Standard & Poor's
4 / 5 Stars
TheStreet.com
E- (Sell)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 22.33
Mean -0.12
Sharpe Ratio -0.07
Bear Market Decile Rank 93

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
Morningstar Small Core TR USD
R-Squared 77.16 78.67
Beta 1.35 1.15
Alpha -13.92 -16.67

See Also:

Top Calvert Investments Funds