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Monday, December 14, 2009, 11:24PM ET - U.S. Markets Closed. Dow  0.28% Nasdaq  0.99%

Calamos Growth & Income R (CGNRX)

On Dec 14: 28.49   0.24 (0.85%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Number of Years Up: 0 Number of Years Down: 1 Best 1 Yr Total Return (2008): -31.14% Worst 1 Yr Total Return (2008): -31.14% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CGNRX Category Alpha (against Standard Index) 4.79 2.20 Beta (against Standard Index) 0.82 0.99 Mean Annual Return 0.44 -0.14 R-squared (against Standard Index) 87 88.76 Standard Deviation 17.36 21.04 Sharpe Ratio -0.02 N/A Treynor Ratio -2.24 N/A 5 Years Statistic CGNRX Category Alpha (against Standard Index) 2.92 0.80 Beta (against Standard Index) 0.83 1.01 Mean Annual Return 4.13 0.24 R-squared (against Standard Index) 84 86.59 Standard Deviation 14.38 17.50 Sharpe Ratio 0.15 N/A Treynor Ratio 1.38 N/A 10 Years Statistic CGNRX Category Alpha (against Standard Index) 6.39 -0.13 Beta (against Standard Index) 0.70 1.04 Mean Annual Return 6.88 0.05 R-squared (against Standard Index) 57 78.99 Standard Deviation 15.05 19.17 Sharpe Ratio 0.33 N/A Treynor Ratio 5.62 N/A
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