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Saturday, December 12, 2009, 3:26AM ET - U.S. Markets Closed. Dow Up 0.63% Nasdaq Down 0.03%
Calamos Blue Chip C (CBXCX)On Dec 11: 10.53  Down 0.02 (0.19%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):10.98%
Worst 1 Yr Total Return (2008):-37.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCBXCXCategory
Alpha (against Standard Index)2.362.20
Beta (against Standard Index)0.990.99
Mean Annual Return-3.49-0.14
R-squared (against Standard Index)9688.76
Standard Deviation20.0021.04
Sharpe Ratio-0.19N/A
Treynor Ratio-5.82N/A
5 Years
StatisticCBXCXCategory
Alpha (against Standard Index)0.570.80
Beta (against Standard Index)0.981.01
Mean Annual Return1.300.24
R-squared (against Standard Index)9686.59
Standard Deviation16.0817.50
Sharpe Ratio-0.02N/A
Treynor Ratio-1.72N/A
10 Years
StatisticCBXCXCategory
Alpha (against Standard Index)N/A-0.13
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.05
R-squared (against Standard Index)N/A78.99
Standard DeviationN/A19.17
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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