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    Calamos Global Equity A (CAGEX)

    12.65 Down 0.02(0.16%) Jul 25

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):53.10%
    Worst 1 Yr Total Return(Dec 30, 2008):-45.32%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCAGEXCategory
    Alpha (against Standard Index)5.724.53
    Beta (against Standard Index)0.890.82
    Mean Annual Return0.630.52
    R-squared (against Standard Index)77.7280.10
    Standard Deviation13.3212.14
    Sharpe Ratio0.560.51
    Treynor Ratio7.656.98
    5 Years
    StatisticCAGEXCategory
    Alpha (against Standard Index)4.275.08
    Beta (against Standard Index)0.780.82
    Mean Annual Return0.440.51
    R-squared (against Standard Index)77.1783.50
    Standard Deviation13.8213.98
    Sharpe Ratio0.380.44
    Treynor Ratio5.606.65
    10 Years
    StatisticCAGEXCategory
    Alpha (against Standard Index)N/A2.47
    Beta (against Standard Index)N/A0.85
    Mean Annual ReturnN/A0.48
    R-squared (against Standard Index)N/A87.85
    Standard DeviationN/A17.33
    Sharpe RatioN/A0.28
    Treynor RatioN/A4.09