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Wednesday, December 16, 2009, 4:53PM ET - U.S. Markets Closed. Dow Down 0.10% Nasdaq Up 0.27%
Calamos Global Growth & Income I (CGCIX)On Dec 15: 9.64  Down 0.01 (0.10%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2005):19.50%
Worst 1 Yr Total Return (2008):-34.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCGCIXCategory
Alpha (against Standard Index)2.960.27
Beta (against Standard Index)0.710.91
Mean Annual Return0.05-0.17
R-squared (against Standard Index)8990.08
Standard Deviation17.9322.93
Sharpe Ratio-0.03N/A
Treynor Ratio-3.14N/A
5 Years
StatisticCGCIXCategory
Alpha (against Standard Index)2.50-0.86
Beta (against Standard Index)0.710.90
Mean Annual Return6.710.41
R-squared (against Standard Index)8788.40
Standard Deviation14.9418.93
Sharpe Ratio0.32N/A
Treynor Ratio5.24N/A
10 Years
StatisticCGCIXCategory
Alpha (against Standard Index)3.290.53
Beta (against Standard Index)0.670.92
Mean Annual Return5.810.33
R-squared (against Standard Index)7579.83
Standard Deviation13.8018.84
Sharpe Ratio0.27N/A
Treynor Ratio4.33N/A

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