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 15.0
Mean 1.24
Sharpe Ratio 0.99
Bear Market Decile Rank 3

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
Morningstar Lifetime Moderate 2050
R-Squared 88.9 89.49
Beta 0.97 1.09
Alpha 6.08 3.5

See Also:

Top Calvert Investments Funds