Ratings & Risk for Calvert Social Investment Balanced C (CSGCX)

Morningstar Category: Moderate Allocation
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Below Average
    		264
    5-Year Low Below Average
    		233
    10-Year Low Below Average
    		180
    Overall Low Below Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 12.83 -0.36 -0.52
    5-Year 10.46 0.03 -0.25
    10-Year 10.40 0.02 -0.26
    15-Year 10.21 0.35 0.06
    20-Year 9.48 0.38 0.06
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 83.37 0.83 -3.15
    3-Year 91.67 0.93 -5.73
    5-Year 90.89 0.92 -4.62
    10-Year 89.70 0.99 -4.96

    Morningstar Moderate Target Risk

    Trailing data as of 10/31/2009