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Monday, November 30, 2009, 10:12AM ET - U.S. Markets close in 5 hours and 48 minutes. Dow Up 0.32% Nasdaq Up 0.06%
Calamos Convertible A (CCVIX)On Nov 27: 18.66  Down 0.19 (1.01%)  
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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):9.83%
Worst 1 Yr Total Return (2008):-25.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCCVIXCategory
Alpha (against Standard Index)2.33-0.75
Beta (against Standard Index)1.081.22
Mean Annual Return2.440.03
R-squared (against Standard Index)8780.59
Standard Deviation15.2217.91
Sharpe Ratio0.08N/A
Treynor Ratio0.03N/A
5 Years
StatisticCCVIXCategory
Alpha (against Standard Index)0.11-1.78
Beta (against Standard Index)1.091.22
Mean Annual Return4.740.32
R-squared (against Standard Index)8680.06
Standard Deviation12.5414.68
Sharpe Ratio0.20N/A
Treynor Ratio1.58N/A
10 Years
StatisticCCVIXCategory
Alpha (against Standard Index)1.78-0.29
Beta (against Standard Index)1.081.20
Mean Annual Return6.500.44
R-squared (against Standard Index)7171.30
Standard Deviation12.7514.17
Sharpe Ratio0.33N/A
Treynor Ratio3.26N/A

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