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Calamos Growth A (CVGRX)
On
Jan 6
:
45.63
0.02
(0.04%)
MORE ON CVGRX
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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)
:
23.26%
Worst 1 Yr Total Return
(2008)
:
-50.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CVGRX
Category
Alpha (against Standard Index)
4.76
2.20
Beta (against Standard Index)
1.21
0.99
Mean Annual Return
-3.88
-0.14
R-squared (against Standard Index)
85
88.76
Standard Deviation
26.03
21.04
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-5.09
N/A
5 Years
Statistic
CVGRX
Category
Alpha (against Standard Index)
0.94
0.80
Beta (against Standard Index)
1.24
1.01
Mean Annual Return
0.26
0.24
R-squared (against Standard Index)
82
86.59
Standard Deviation
21.96
17.50
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.20
N/A
10 Years
Statistic
CVGRX
Category
Alpha (against Standard Index)
9.45
-0.13
Beta (against Standard Index)
1.02
1.04
Mean Annual Return
7.24
0.05
R-squared (against Standard Index)
40
78.99
Standard Deviation
25.89
19.17
Sharpe Ratio
0.28
N/A
Treynor Ratio
4.23
N/A
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