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Saturday, December 26, 2009, 11:03AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Calamos Growth & Income C (CVTCX)On Dec 24: 29.05  Up 0.10 (0.35%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):9.06%
Worst 1 Yr Total Return (2008):-31.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCVTCXCategory
Alpha (against Standard Index)4.272.20
Beta (against Standard Index)0.820.99
Mean Annual Return-0.08-0.14
R-squared (against Standard Index)8788.76
Standard Deviation17.3621.04
Sharpe Ratio-0.05N/A
Treynor Ratio-2.87N/A
5 Years
StatisticCVTCXCategory
Alpha (against Standard Index)2.420.80
Beta (against Standard Index)0.831.01
Mean Annual Return3.610.24
R-squared (against Standard Index)8486.59
Standard Deviation14.3817.50
Sharpe Ratio0.12N/A
Treynor Ratio0.75N/A
10 Years
StatisticCVTCXCategory
Alpha (against Standard Index)6.04-0.13
Beta (against Standard Index)0.701.04
Mean Annual Return6.530.05
R-squared (against Standard Index)5778.99
Standard Deviation15.0019.17
Sharpe Ratio0.30N/A
Treynor Ratio5.16N/A

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