Calvert Small Cap Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.15
Mean 1.08
Sharpe Ratio 0.8
Bear Market Decile Rank 46

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 87.66 92.27
Beta 1.21 0.92
Alpha -4.33 -0.89

See Also:

Top Calvert Investments Funds