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Calamos International Growth R (CIGFX)On Dec 10: 13.43  Up 0.08 (0.60%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:0
Number of Years Down:1
Best 1 Yr Total Return (2008):-48.30%
Worst 1 Yr Total Return (2008):-48.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCIGFXCategory
Alpha (against Standard Index)7.801.72
Beta (against Standard Index)1.151.03
Mean Annual Return0.11-0.10
R-squared (against Standard Index)9293.99
Standard Deviation28.6125.56
Sharpe Ratio0.07N/A
Treynor Ratio-1.88N/A
5 Years
StatisticCIGFXCategory
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
StatisticCIGFXCategory
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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