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Thursday, December 3, 2009, 10:17AM ET - U.S. Markets close in 5 hours and 43 minutes. Dow Down 0.20% Nasdaq Up 0.25%
Calamos Convertible C (CCVCX)On Dec 2: 18.79  Up 0.02 (0.11%)  
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Risk  As of 31-Oct-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 (2007):9.01%
Worst 1 Yr Total Return (2008):-26.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCCVCXCategory
Alpha (against Standard Index)1.58-0.75
Beta (against Standard Index)1.081.22
Mean Annual Return1.680.03
R-squared (against Standard Index)8780.59
Standard Deviation15.2317.91
Sharpe Ratio0.03N/A
Treynor Ratio-0.68N/A
5 Years
StatisticCCVCXCategory
Alpha (against Standard Index)-0.64-1.78
Beta (against Standard Index)1.091.22
Mean Annual Return3.960.32
R-squared (against Standard Index)8680.06
Standard Deviation12.5514.68
Sharpe Ratio0.14N/A
Treynor Ratio0.86N/A
10 Years
StatisticCCVCXCategory
Alpha (against Standard Index)1.12-0.29
Beta (against Standard Index)1.081.20
Mean Annual Return5.790.44
R-squared (against Standard Index)7171.30
Standard Deviation12.7314.17
Sharpe Ratio0.28N/A
Treynor Ratio2.61N/A

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