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    Calamos Global Growth & Income A (CVLOX)

    8.64 Down 0.03(0.35%) Sep 23

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up14
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):31.59%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.51%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCVLOXCategory
    Alpha (against Standard Index)-3.46-2.82
    Beta (against Standard Index)1.341.10
    Mean Annual Return0.400.33
    R-squared (against Standard Index)90.1186.03
    Standard Deviation9.668.16
    Sharpe Ratio0.490.51
    Treynor Ratio3.263.49
    5 Years
    StatisticCVLOXCategory
    Alpha (against Standard Index)-4.12-3.18
    Beta (against Standard Index)1.201.15
    Mean Annual Return0.390.44
    R-squared (against Standard Index)88.5988.55
    Standard Deviation9.809.46
    Sharpe Ratio0.470.58
    Treynor Ratio3.494.44
    10 Years
    StatisticCVLOXCategory
    Alpha (against Standard Index)-2.20-1.76
    Beta (against Standard Index)1.191.13
    Mean Annual Return0.410.43
    R-squared (against Standard Index)87.9890.34
    Standard Deviation12.5811.88
    Sharpe Ratio0.320.36
    Treynor Ratio2.833.28