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Calamos Global Growth & Income R (CVLRX)

On Dec 18: 9.42   0.02 (0.21%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Number of Years Up: 0 Number of Years Down: 1 Best 1 Yr Total Return (2008): -34.61% Worst 1 Yr Total Return (2008): -34.61% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CVLRX Category Alpha (against Standard Index) 2.43 0.27 Beta (against Standard Index) 0.71 0.91 Mean Annual Return -0.46 -0.17 R-squared (against Standard Index) 89 90.08 Standard Deviation 17.86 22.93 Sharpe Ratio -0.06 N/A Treynor Ratio -3.87 N/A 5 Years Statistic CVLRX Category Alpha (against Standard Index) 2.00 -0.86 Beta (against Standard Index) 0.71 0.90 Mean Annual Return 6.18 0.41 R-squared (against Standard Index) 87 88.40 Standard Deviation 14.90 18.93 Sharpe Ratio 0.28 N/A Treynor Ratio 4.50 N/A 10 Years Statistic CVLRX Category Alpha (against Standard Index) 2.79 0.53 Beta (against Standard Index) 0.67 0.92 Mean Annual Return 5.28 0.33 R-squared (against Standard Index) 76 79.83 Standard Deviation 13.79 18.84 Sharpe Ratio 0.23 N/A Treynor Ratio 3.54 N/A
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