Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Saturday, December 26, 2009, 11:03AM ET - U.S. Markets Closed.
Dow
0.51%
Nasdaq
0.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Calamos Growth & Income C (CVTCX)
On
Dec 24
:
29.05
0.10
(0.35%)
MORE ON CVTCX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
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
(2006)
:
9.06%
Worst 1 Yr Total Return
(2008)
:
-31.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CVTCX
Category
Alpha (against Standard Index)
4.27
2.20
Beta (against Standard Index)
0.82
0.99
Mean Annual Return
-0.08
-0.14
R-squared (against Standard Index)
87
88.76
Standard Deviation
17.36
21.04
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.87
N/A
5 Years
Statistic
CVTCX
Category
Alpha (against Standard Index)
2.42
0.80
Beta (against Standard Index)
0.83
1.01
Mean Annual Return
3.61
0.24
R-squared (against Standard Index)
84
86.59
Standard Deviation
14.38
17.50
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.75
N/A
10 Years
Statistic
CVTCX
Category
Alpha (against Standard Index)
6.04
-0.13
Beta (against Standard Index)
0.70
1.04
Mean Annual Return
6.53
0.05
R-squared (against Standard Index)
57
78.99
Standard Deviation
15.00
19.17
Sharpe Ratio
0.30
N/A
Treynor Ratio
5.16
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center