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Calamos Blue Chip C (CBXCX)
On
Dec 11
:
10.53
0.02
(0.19%)
MORE ON CBXCX
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Risk
As of 30-Nov-09
Get
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
Statistic
CBXCX
Category
Alpha (against Standard Index)
2.36
2.20
Beta (against Standard Index)
0.99
0.99
Mean Annual Return
-3.49
-0.14
R-squared (against Standard Index)
96
88.76
Standard Deviation
20.00
21.04
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-5.82
N/A
5 Years
Statistic
CBXCX
Category
Alpha (against Standard Index)
0.57
0.80
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
1.30
0.24
R-squared (against Standard Index)
96
86.59
Standard Deviation
16.08
17.50
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.72
N/A
10 Years
Statistic
CBXCX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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