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Calamos Global Growth & Income C (CVLCX)
On
Dec 1
:
9.08
0.10
(1.11%)
MORE ON CVLCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
18.24%
Worst 1 Yr Total Return
(2008)
:
-35.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CVLCX
Category
Alpha (against Standard Index)
-0.43
-0.32
Beta (against Standard Index)
1.30
1.12
Mean Annual Return
-1.00
0.08
R-squared (against Standard Index)
91
86.73
Standard Deviation
17.89
15.87
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-2.63
N/A
5 Years
Statistic
CVLCX
Category
Alpha (against Standard Index)
0.96
0.84
Beta (against Standard Index)
1.31
1.15
Mean Annual Return
5.80
0.53
R-squared (against Standard Index)
89
86.42
Standard Deviation
14.94
13.37
Sharpe Ratio
0.26
N/A
Treynor Ratio
2.11
N/A
10 Years
Statistic
CVLCX
Category
Alpha (against Standard Index)
0.86
1.26
Beta (against Standard Index)
1.19
1.08
Mean Annual Return
5.61
0.55
R-squared (against Standard Index)
72
78.57
Standard Deviation
13.99
12.17
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.21
N/A
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