Ratings & Risk for Calamos Growth & Income I (CGIIX)

Morningstar Category: Moderate Allocation
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year High High
    		264
    5-Year High High
    		233
    10-Year High High
    		180
    Overall High High
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 17.29 0.16 -0.03
    5-Year 14.52 0.51 0.22
    10-Year 15.22 0.73 0.38
    15-Year 13.94 1.05 0.64
    20-Year 13.42 1.01 0.61
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 91.03 1.05 11.84
    3-Year 93.24 1.27 0.88
    5-Year 91.68 1.29 0.32
    10-Year 66.80 1.25 3.05

    Morningstar Moderate Target Risk

    Trailing data as of 10/31/2009