Finance Home - My Yahoo - Yahoo! - Help

Tuesday, December 15, 2009, 7:02PM ET - U.S. Markets Closed. Dow  0.47% Nasdaq  0.50%

Calamos Market Neutral Income I (CMNIX)

On Dec 15: 11.44   0.01 (0.09%)

MORE ON CMNIX

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: Below average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 8.71% Worst 1 Yr Total Return (2008): -13.09% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CMNIX Category Alpha (against Standard Index) 4.42 1.21 Beta (against Standard Index) -3.67 -3.35 Mean Annual Return 1.61 -0.08 R-squared (against Standard Index) 5 5.48 Standard Deviation 7.70 10.53 Sharpe Ratio -0.05 N/A Treynor Ratio 0.18 N/A 5 Years Statistic CMNIX Category Alpha (against Standard Index) 1.72 2.47 Beta (against Standard Index) -2.70 -4.10 Mean Annual Return 2.47 0.20 R-squared (against Standard Index) 3 4.85 Standard Deviation 6.46 9.26 Sharpe Ratio -0.05 N/A Treynor Ratio 0.19 N/A 10 Years Statistic CMNIX Category Alpha (against Standard Index) 3.39 2.77 Beta (against Standard Index) -1.44 -2.54 Mean Annual Return 5.43 0.35 R-squared (against Standard Index) 1 1.71 Standard Deviation 5.38 8.34 Sharpe Ratio 0.48 N/A Treynor Ratio -1.74 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center