Calvert Small Cap Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.18
Mean 1.21
Sharpe Ratio 0.9
Bear Market Decile Rank 38

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 92.24
Beta 1.21 0.95
Alpha -2.7 0.37

See Also:

Top Calvert Investments Funds