Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 15, 2009, 11:26AM ET - U.S. Markets close in 4 hours and 34 minutes. Dow Down 0.18% Nasdaq Up 0.10%
Calamos Growth B (CVGBX)On Dec 14: 43.50  Up 0.52 (1.21%)  
MORE ON CVGBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):22.32%
Worst 1 Yr Total Return (2008):-50.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCVGBXCategory
Alpha (against Standard Index)4.022.20
Beta (against Standard Index)1.210.99
Mean Annual Return-4.59-0.14
R-squared (against Standard Index)8588.76
Standard Deviation26.0221.04
Sharpe Ratio-0.13N/A
Treynor Ratio-5.68N/A
5 Years
StatisticCVGBXCategory
Alpha (against Standard Index)0.190.80
Beta (against Standard Index)1.241.01
Mean Annual Return-0.480.24
R-squared (against Standard Index)8286.59
Standard Deviation21.9617.50
Sharpe Ratio-0.04N/A
Treynor Ratio-2.80N/A
10 Years
StatisticCVGBXCategory
Alpha (against Standard Index)9.42-0.13
Beta (against Standard Index)0.991.04
Mean Annual Return7.360.05
R-squared (against Standard Index)4078.99
Standard Deviation25.5419.17
Sharpe Ratio0.29N/A
Treynor Ratio4.46N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center