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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-09 Get 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 Statistic CVLOX Category Alpha (against Standard Index) 2.69 0.27 Beta (against Standard Index) 0.71 0.91 Mean Annual Return -0.21 -0.17 R-squared (against Standard Index) 89 90.08 Standard Deviation 17.88 22.93 Sharpe Ratio -0.05 N/A Treynor Ratio -3.51 N/A 5 Years Statistic CVLOX Category Alpha (against Standard Index) 2.25 -0.86 Beta (against Standard Index) 0.71 0.90 Mean Annual Return 6.44 0.41 R-squared (against Standard Index) 87 88.40 Standard Deviation 14.92 18.93 Sharpe Ratio 0.30 N/A Treynor Ratio 4.87 N/A 10 Years Statistic CVLOX Category Alpha (against Standard Index) 3.04 0.53 Beta (against Standard Index) 0.67 0.92 Mean Annual Return 5.55 0.33 R-squared (against Standard Index) 75 79.83 Standard Deviation 13.80 18.84 Sharpe Ratio 0.25 N/A Treynor Ratio 3.94 N/A
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