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Calamos Convertible C (CCVCX)
On
Dec 2
:
18.79
0.02
(0.11%)
MORE ON CCVCX
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Risk
As of 31-Oct-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
(2007)
:
9.01%
Worst 1 Yr Total Return
(2008)
:
-26.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CCVCX
Category
Alpha (against Standard Index)
1.58
-0.75
Beta (against Standard Index)
1.08
1.22
Mean Annual Return
1.68
0.03
R-squared (against Standard Index)
87
80.59
Standard Deviation
15.23
17.91
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.68
N/A
5 Years
Statistic
CCVCX
Category
Alpha (against Standard Index)
-0.64
-1.78
Beta (against Standard Index)
1.09
1.22
Mean Annual Return
3.96
0.32
R-squared (against Standard Index)
86
80.06
Standard Deviation
12.55
14.68
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.86
N/A
10 Years
Statistic
CCVCX
Category
Alpha (against Standard Index)
1.12
-0.29
Beta (against Standard Index)
1.08
1.20
Mean Annual Return
5.79
0.44
R-squared (against Standard Index)
71
71.30
Standard Deviation
12.73
14.17
Sharpe Ratio
0.28
N/A
Treynor Ratio
2.61
N/A
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