Losing money the socially responsible way

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So my socially responsible investment funds are busy losing money in a socially responsible manner. My question is how did the Domini European PacAsia Social Equity Fund do so badly? I knew the dollar and the U.S. economy would be toast, so how'd they ditch so much of my four grand so quickly if it's really invested outside of this meltdown?

Domini:

3782 - 3442
= 340

340 / 3782
= 0.0898995240613432

Pax World Balanced Fund:
15844 - 14761
= 1083

1083 / 15844
= 0.06835395102246907