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Calamos Market Neutral Income A (CVSIX)

On Dec 28: 11.61   0.02 (0.17%)

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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): 8.42% Worst 1 Yr Total Return (2008): -13.28% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CVSIX Category Alpha (against Standard Index) 4.15 1.21 Beta (against Standard Index) -3.66 -3.35 Mean Annual Return 1.34 -0.08 R-squared (against Standard Index) 5 5.48 Standard Deviation 7.72 10.53 Sharpe Ratio -0.08 N/A Treynor Ratio 0.25 N/A 5 Years Statistic CVSIX Category Alpha (against Standard Index) 1.44 2.47 Beta (against Standard Index) -2.69 -4.10 Mean Annual Return 2.20 0.20 R-squared (against Standard Index) 3 4.85 Standard Deviation 6.49 9.26 Sharpe Ratio -0.09 N/A Treynor Ratio 0.30 N/A 10 Years Statistic CVSIX Category Alpha (against Standard Index) 3.14 2.77 Beta (against Standard Index) -1.44 -2.54 Mean Annual Return 5.16 0.35 R-squared (against Standard Index) 1 1.71 Standard Deviation 5.40 8.34 Sharpe Ratio 0.43 N/A Treynor Ratio -1.55 N/A
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