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Calamos Global Growth & Income A (CVLOX)On Jan 7: 9.77   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2005):19.16%
Worst 1 Yr Total Return (2008):-34.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCVLOXCategory
Alpha (against Standard Index)2.690.27
Beta (against Standard Index)0.710.91
Mean Annual Return-0.21-0.17
R-squared (against Standard Index)8990.08
Standard Deviation17.8822.93
Sharpe Ratio-0.05N/A
Treynor Ratio-3.51N/A
5 Years
StatisticCVLOXCategory
Alpha (against Standard Index)2.25-0.86
Beta (against Standard Index)0.710.90
Mean Annual Return6.440.41
R-squared (against Standard Index)8788.40
Standard Deviation14.9218.93
Sharpe Ratio0.30N/A
Treynor Ratio4.87N/A
10 Years
StatisticCVLOXCategory
Alpha (against Standard Index)3.040.53
Beta (against Standard Index)0.670.92
Mean Annual Return5.550.33
R-squared (against Standard Index)7579.83
Standard Deviation13.8018.84
Sharpe Ratio0.25N/A
Treynor Ratio3.94N/A

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