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Saturday, December 19, 2009, 6:12AM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

Calamos Market Neutral Income C (CVSCX)

On Dec 18: 11.67   0.03 (0.26%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 7.55% Worst 1 Yr Total Return (2008): -14.01% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CVSCX Category Alpha (against Standard Index) 3.52 1.21 Beta (against Standard Index) -3.75 -3.35 Mean Annual Return 0.58 -0.08 R-squared (against Standard Index) 6 5.48 Standard Deviation 7.70 10.53 Sharpe Ratio -0.18 N/A Treynor Ratio 0.45 N/A 5 Years Statistic CVSCX Category Alpha (against Standard Index) 0.75 2.47 Beta (against Standard Index) -2.76 -4.10 Mean Annual Return 1.44 0.20 R-squared (against Standard Index) 3 4.85 Standard Deviation 6.48 9.26 Sharpe Ratio -0.20 N/A Treynor Ratio 0.56 N/A 10 Years Statistic CVSCX Category Alpha (against Standard Index) 2.58 2.77 Beta (against Standard Index) -1.51 -2.54 Mean Annual Return 4.54 0.35 R-squared (against Standard Index) 1 1.71 Standard Deviation 5.37 8.34 Sharpe Ratio 0.32 N/A Treynor Ratio -1.07 N/A
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