Calvert Large Cap Value Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.27
Mean 1.09
Sharpe Ratio 0.98
Bear Market Decile Rank 49

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 96.78 97.74
Beta 1.05 0.99
Alpha -1.86 -0.94

See Also:

Top Calvert Investments Funds