Calvert Global Water Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 14.97
Mean 1.13
Sharpe Ratio 0.9
Bear Market Decile Rank 5

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
Morningstar Lifetime Moderate 2050
R-Squared 89.04 89.47
Beta 0.97 1.08
Alpha 4.59 2.38

See Also:

Top Calvert Investments Funds