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Calvert US Large Cap Value Rspnb Idx I (CFJIX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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31.21+0.16 (+0.52%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up6
Number of years down2
Best 1-yr total return (27 Jun 2024)29.38%
Worst 1-yr total return (27 Jun 2024)N/A

Risk statistics

3 years
CFJIXCategory average
5 years
CFJIXCategory average
10 years
CFJIXCategory average
Alpha
-5.86-0.01
-4.17-0.03
N/A-0.03
BETA
0.90.01
0.970.01
N/A0.01
Mean annual return
0.340.01
0.990.01
N/A0.01
R-squared
81.980.78
85.820.83
N/A0.84
Standard deviation
17.730.17
19.120.19
N/A0.16
Sharpe ratio
0.050
0.50
N/A0.01
Treynor ratio
-0.710.04
8.490.07
N/A0.08