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Calvert US Large Cap Value Rspnb Idx I (CFJIX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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31.07-0.07 (-0.22%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up6
Number of years down2
Best 1-yr total return (4 Jul 2024)29.38%
Worst 1-yr total return (4 Jul 2024)N/A

Risk statistics

3 years
CFJIXCategory average
5 years
CFJIXCategory average
10 years
CFJIXCategory average
Alpha
-6.03-0.01
-5.02-0.03
N/A-0.03
BETA
0.90.01
0.970.01
N/A0.01
Mean annual return
0.360.01
0.850.01
N/A0.01
R-squared
81.480.78
84.540.83
N/A0.84
Standard deviation
17.710.17
18.950.19
N/A0.16
Sharpe ratio
0.050
0.420
N/A0.01
Treynor ratio
-0.670.04
6.710.07
N/A0.08