Calvert Large Cap Value Fund

Scorecard
2 / 5 Stars
Lipper
3 3 4 2 3
Zacks Investment Research
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Standard & Poor's
3 / 5 Stars
TheStreet.com
B+ (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 12.97
Mean 1.28
Sharpe Ratio 1.18
Bear Market Decile Rank 51

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 96.77 97.84
Beta 1.04 0.99
Alpha -1.48 -0.99