Calvert Small Cap Fund

Scorecard
2 / 5 Stars
Lipper
3 3 2 1 2
Zacks Investment Research
---
Standard & Poor's
2 / 5 Stars
TheStreet.com
D+ (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.19
Mean 1.21
Sharpe Ratio 0.9
Bear Market Decile Rank 41

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 87.43 93.22
Beta 1.24 0.95
Alpha -5.39 -0.34