Calvert Small Cap Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.16
Mean 1.15
Sharpe Ratio 0.85
Bear Market Decile Rank 40

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 87.73 92.32
Beta 1.21 0.95
Alpha -3.44 -0.38

See Also:

Top Calvert Investments Funds