Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Monday, November 30, 2009, 10:12AM ET - U.S. Markets close in 5 hours and 48 minutes.
Dow
0.32%
Nasdaq
0.06%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Calamos Convertible A (CCVIX)
On
Nov 27
:
18.66
0.19
(1.01%)
MORE ON CCVIX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
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)
:
9.83%
Worst 1 Yr Total Return
(2008)
:
-25.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CCVIX
Category
Alpha (against Standard Index)
2.33
-0.75
Beta (against Standard Index)
1.08
1.22
Mean Annual Return
2.44
0.03
R-squared (against Standard Index)
87
80.59
Standard Deviation
15.22
17.91
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.03
N/A
5 Years
Statistic
CCVIX
Category
Alpha (against Standard Index)
0.11
-1.78
Beta (against Standard Index)
1.09
1.22
Mean Annual Return
4.74
0.32
R-squared (against Standard Index)
86
80.06
Standard Deviation
12.54
14.68
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.58
N/A
10 Years
Statistic
CCVIX
Category
Alpha (against Standard Index)
1.78
-0.29
Beta (against Standard Index)
1.08
1.20
Mean Annual Return
6.50
0.44
R-squared (against Standard Index)
71
71.30
Standard Deviation
12.75
14.17
Sharpe Ratio
0.33
N/A
Treynor Ratio
3.26
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center