Calvert Global Water Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.95
Mean 1.22
Sharpe Ratio 0.97
Bear Market Decile Rank 4

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
Morningstar Lifetime Moderate 2050
R-Squared 89.0 89.58
Beta 0.97 1.08
Alpha 5.8 3.24

See Also:

Top Calvert Investments Funds