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 TSX Up0.07% TSX Ventures 0.00%

Calamos Global Equity B (CBGEX)

13.22 Down 0.03(0.23%) May 24


Risk as of 2013-03-30Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up3
Number of Years Down2
Best 1 Yr Total Return(2009-12-30):52.02%
Worst 1 Yr Total Return(2008-12-30):-45.73%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCBGEXCategory
Alpha (against Standard Index)5.112.32
Beta (against Standard Index)0.630.83
Mean Annual Return0.780.82
R-squared (against Standard Index)72.6787.10
Standard Deviation14.2817.28
Sharpe Ratio0.650.59
Treynor Ratio13.7211.47
5 Years
StatisticCBGEXCategory
Alpha (against Standard Index)5.092.89
Beta (against Standard Index)0.830.88
Mean Annual Return0.560.38
R-squared (against Standard Index)82.8289.49
Standard Deviation21.2021.60
Sharpe Ratio0.300.20
Treynor Ratio5.041.95
10 Years
StatisticCBGEXCategory
Alpha (against Standard Index)N/A0.86
Beta (against Standard Index)N/A0.88
Mean Annual ReturnN/A0.87
R-squared (against Standard Index)N/A87.31
Standard DeviationN/A17.27
Sharpe RatioN/A0.51
Treynor RatioN/A8.61