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Calamos Global Growth & Income A (CVLOX)

On Feb 9: 9.29   0.10 (1.09%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2009): 31.59% Worst 1 Yr Total Return (2008): -34.51% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CVLOX Category Alpha (against Standard Index) 2.39 0.66 Beta (against Standard Index) 0.71 0.91 Mean Annual Return -2.16 -0.31 R-squared (against Standard Index) 89 90.07 Standard Deviation 17.91 22.99 Sharpe Ratio -0.14 N/A Treynor Ratio -5.87 N/A 5 Years Statistic CVLOX Category Alpha (against Standard Index) 2.64 -0.45 Beta (against Standard Index) 0.71 0.90 Mean Annual Return 6.00 0.36 R-squared (against Standard Index) 87 88.33 Standard Deviation 14.96 18.95 Sharpe Ratio 0.28 N/A Treynor Ratio 4.35 N/A 10 Years Statistic CVLOX Category Alpha (against Standard Index) 2.17 -0.01 Beta (against Standard Index) 0.64 0.92 Mean Annual Return 4.35 0.25 R-squared (against Standard Index) 78 80.48 Standard Deviation 12.75 18.37 Sharpe Ratio 0.18 N/A Treynor Ratio 2.38 N/A
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