Finance Home - My Yahoo - Yahoo! - Help

Saturday, December 19, 2009, 12:33PM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

Calamos High Yield R (CHYRX)

On Dec 18: 9.48   0.02 (0.21%)

MORE ON CHYRX

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 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): -27.73% Worst 1 Yr Total Return (2008): -27.73% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CHYRX Category Alpha (against Standard Index) -4.09 -3.31 Beta (against Standard Index) 1.47 1.15 Mean Annual Return 2.96 0.30 R-squared (against Standard Index) 15 10.85 Standard Deviation 15.29 15.35 Sharpe Ratio 0.12 N/A Treynor Ratio 0.47 N/A 5 Years Statistic CHYRX Category Alpha (against Standard Index) -0.82 -0.58 Beta (against Standard Index) 1.17 0.95 Mean Annual Return 4.34 0.39 R-squared (against Standard Index) 12 9.33 Standard Deviation 12.15 12.17 Sharpe Ratio 0.17 N/A Treynor Ratio 1.16 N/A 10 Years Statistic CHYRX Category Alpha (against Standard Index) 2.41 0.41 Beta (against Standard Index) 0.44 0.52 Mean Annual Return 6.45 0.42 R-squared (against Standard Index) 3 3.87 Standard Deviation 10.35 10.75 Sharpe Ratio 0.38 N/A Treynor Ratio 8.04 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center