Calvert Large Cap Value Fund

Scorecard
2 / 5 Stars
Lipper
3 3 4 2 3
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 13.23
Mean 1.12
Sharpe Ratio 1.01
Bear Market Decile Rank 51

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 96.79 97.78
Beta 1.04 0.99
Alpha -1.67 -1.1

See Also:

Top Calvert Investments Funds