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Calamos Growth C (CVGCX)
On
Dec 2
:
39.76
0.06
(0.15%)
MORE ON CVGCX
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Risk
As of 31-Oct-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
CVGCX
Category
Alpha (against Standard Index)
4.88
2.45
Beta (against Standard Index)
1.22
1.00
Mean Annual Return
-5.45
-0.24
R-squared (against Standard Index)
85
88.47
Standard Deviation
25.88
20.84
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.43
N/A
5 Years
Statistic
CVGCX
Category
Alpha (against Standard Index)
1.25
0.94
Beta (against Standard Index)
1.26
1.01
Mean Annual Return
0.03
0.21
R-squared (against Standard Index)
82
86.37
Standard Deviation
22.11
17.46
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.38
N/A
10 Years
Statistic
CVGCX
Category
Alpha (against Standard Index)
10.04
0.18
Beta (against Standard Index)
1.03
1.04
Mean Annual Return
7.37
0.04
R-squared (against Standard Index)
40
78.62
Standard Deviation
26.07
19.22
Sharpe Ratio
0.28
N/A
Treynor Ratio
4.29
N/A
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