Calvert Global Alternative Energy Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 21.96
Mean 0.29
Sharpe Ratio 0.16
Bear Market Decile Rank 91

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
Morningstar Lifetime Moderate 2050
R-Squared 78.2 79.37
Beta 1.36 1.52
Alpha -11.16 -14.46