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Monday, December 21, 2009, 5:42PM ET - U.S. Markets Closed. Dow Up 0.83% Nasdaq Up 1.17%
Calamos International Growth B (CIGBX)On Dec 18: 13.03  Down 0.01 (0.08%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:2
Number of Years Down:1
Best 1 Yr Total Return (2007):21.31%
Worst 1 Yr Total Return (2008):-48.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCIGBXCategory
Alpha (against Standard Index)7.301.72
Beta (against Standard Index)1.151.03
Mean Annual Return-0.37-0.10
R-squared (against Standard Index)9293.99
Standard Deviation28.6025.56
Sharpe Ratio0.06N/A
Treynor Ratio-2.31N/A
5 Years
StatisticCIGBXCategory
Alpha (against Standard Index)N/A0.68
Beta (against Standard Index)N/A1.03
Mean Annual ReturnN/A0.57
R-squared (against Standard Index)N/A93.91
Standard DeviationN/A20.91
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticCIGBXCategory
Alpha (against Standard Index)N/A-0.08
Beta (against Standard Index)N/A1.05
Mean Annual ReturnN/A0.29
R-squared (against Standard Index)N/A87.06
Standard DeviationN/A20.42
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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