Calvert Small Cap Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.15
Mean 1.08
Sharpe Ratio 0.8
Bear Market Decile Rank 49

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 87.36 93.08
Beta 1.23 0.95
Alpha -6.88 -1.84