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Calamos Growth B (CVGBX)
On
Dec 14
:
43.50
0.52
(1.21%)
MORE ON CVGBX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
CVGBX
Category
Alpha (against Standard Index)
4.02
2.20
Beta (against Standard Index)
1.21
0.99
Mean Annual Return
-4.59
-0.14
R-squared (against Standard Index)
85
88.76
Standard Deviation
26.02
21.04
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-5.68
N/A
5 Years
Statistic
CVGBX
Category
Alpha (against Standard Index)
0.19
0.80
Beta (against Standard Index)
1.24
1.01
Mean Annual Return
-0.48
0.24
R-squared (against Standard Index)
82
86.59
Standard Deviation
21.96
17.50
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.80
N/A
10 Years
Statistic
CVGBX
Category
Alpha (against Standard Index)
9.42
-0.13
Beta (against Standard Index)
0.99
1.04
Mean Annual Return
7.36
0.05
R-squared (against Standard Index)
40
78.99
Standard Deviation
25.54
19.17
Sharpe Ratio
0.29
N/A
Treynor Ratio
4.46
N/A
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