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Calamos quote and profile

 
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12.93
  
FUND
(0.02)  Macroaxis: -0.15 Down   0.15%  
May 24 2013 

Diversification Suggestion

Use Calamos to protect against small markets fluctuations. The fund experiences normal downward trend and little activity
Analyze Calamos Market Neutral Trend or Check current 30 days Calamos correlation with market (S&P 500)
1 Month Beta -0.01  
Highest Price:  
Lowest Price:  
12.97  
12.85  
May 17 2013 
April 24 2013 
As returns on market increase, returns on owning Calamos are expected to decrease at a much smaller rate. During bear market, Calamos is likely to outperform the market.
Calamos Market Neutral Income A Almost negative betaCalamos Market Neutral Beta Legend
CVSIX United States NASDAQ
Calamos Market Neutral Income A
Calamos
Market Neutral
Benchmark S&P 500
Contact Number: 800. 582. 6959
Currency: USD - US Dollar
Traded on NASDAQ Stock Exchange
    
Number of Employees1
Net Asset2.56 B
Last Dividend Paid0.04
 United States Nasdaq   0.97 % Macroaxis: 0.97 Moved Up  
 
 United States Russel   0.21 % Macroaxis: 0.21 Moved Up  
 
 thisRed CVSIX CVSIX agains markets  0.15 % Macroaxis: 0.15 Moved Down  
 
 United States SP 500   0.29 % Macroaxis: 0.29 Moved Down  
 
 United States NYSE   0.44 % Macroaxis: 0.44 Moved Down  
 
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Sr Calamos  Money Manager
Fund Manager since September 3, 1990
John P. Calamos is the founder of CALAMOS ASSET MANAGEMENT, INC., the 16th largest money manager in Chicagoland. The firm offers institutional and individual investors a breadth of strategies through both individually ma...
    

Calamos Price and Market Media

The median price of Calamos for the period between Wed, Apr 24, 2013 and Fri, May 24, 2013 is 12.94 with a coefficient of variation of 0.3. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 12.92, and mean deviation of 0.03. The Fund did not receive any noticable media coverage during the period.
Calamos         SP 500
Price Growth (%)
 

Calamos Summary

Calamos Market Neutral Income A [CVSIX] is traded in USA and was established in September 3, 1990. The fund is listed under Market Neutral category and is part of Calamos family. This fund currently has accumulated 2.56 B in assets under management (AUM) with minimum initial investment of 2.5 K. Calamos Market Neutral Income A is currently producing year-to-date (YTD) return of 1.92% with the current yeild of 1.31%, while the total return for the last 3 years was 6.64%.

Fund Instrument Allocation for Calamos

The fund invests 44.26% of asset under management in tradable equity instruments, with the rest of investments concentrated in bonds (16.58%), cash(6.91%) and various exotic instruments.
Past Market
Over 30
Days
18
Out Of
100
 
Chance of
Less
Than
%
 
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Calamos Research Report

Calamos vs. Merger

Correlation analysis and fundamentals comparison between Calamos Market Neutral and Merger

Calamos Asset Under Management

Calamos Market Neutral Income A is rated below average in net asset among similar funds. Total Asset Under Management (AUM) of Market Neutral category is currently estimated at about 32.53 Billion. Calamos holds roughly 2.56 Billion in net asset claiming about 8% of funds under Market Neutral category.

Calamos Fundamentals

Equity Positions Weight vs Three Year Return
Net Asset vs Ten Year Return
Equity Positions Weight vs Annual Yield
Price to Sales vs Ten Year Return

Calamos vs Competition

Calamos vs. Merger
Calamos vs. GMO Alpha Only IV
Calamos vs. GMO Alpha Only III
Calamos vs. Arbitrage R
Calamos vs. Arbitrage I
Calamos vs. AQR Diversified Arbitrage N
Calamos vs. AQR Diversified Arbitrage I
Calamos vs. Calamos Market Neutral Income I
Calamos vs. Calamos Market Neutral Income C
Calamos vs. Calamos Market Neutral Income R

Calamos May 24 2013 Opportunity Range

Downside Deviation0.1282
Information Ratio(1.66)
Maximum Drawdown0.3106
Value At Risk(0.15)
Potential Upside0.1554

 
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