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Calamos Market Neutral Income I (CMNIX)

On Feb 9: 11.31   0.06 (0.53%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2009): 14.11% Worst 1 Yr Total Return (2008): -13.09% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CMNIX Category Alpha (against Standard Index) 3.89 0.54 Beta (against Standard Index) -3.53 -3.09 Mean Annual Return 0.98 -0.13 R-squared (against Standard Index) 5 5.15 Standard Deviation 7.75 10.49 Sharpe Ratio -0.09 N/A Treynor Ratio 0.28 N/A 5 Years Statistic CMNIX Category Alpha (against Standard Index) 1.79 2.57 Beta (against Standard Index) -2.74 -4.13 Mean Annual Return 2.40 0.19 R-squared (against Standard Index) 3 4.87 Standard Deviation 6.45 9.31 Sharpe Ratio -0.05 N/A Treynor Ratio 0.19 N/A 10 Years Statistic CMNIX Category Alpha (against Standard Index) 3.03 2.63 Beta (against Standard Index) -1.50 -2.66 Mean Annual Return 4.93 0.33 R-squared (against Standard Index) 1 1.86 Standard Deviation 5.35 8.15 Sharpe Ratio 0.41 N/A Treynor Ratio -1.40 N/A
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