Calamos Emerging (Ireland) Alpha and Beta Analysis Overview

F00000MCM4 -- Ireland Fund  

USD 10.01  0.21  2.14%

This module allows you to check different measures of market premium for Calamos Emerging Markets A USD Acc as well as systematic risk associated with investing in Calamos Emerging over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Calamos Emerging Market Premiums

α0.09β0.26
30 days against DJI
Risk Adjusted Performance  

0.06

Jensen Alpha  

0.18

Total Risk Alpha  

0.56

Sortino Ratio  

0.0

Treynor Ratio  

5.81

Calamos Emerging Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Calamos Emerging to competition

Calamos Emerging Fundamental Vs Peers

FundamentalsCalamos EmergingPeer Average
Minimum Initial Investment20 K8.09 M
Cash Position Weight2.83 % 14.48 %
Equity Positions Weight78.99 % 40.68 %

Calamos Emerging Opportunities

Calamos Emerging Return and Market Media

The median price of Calamos Emerging for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 10.55 with a coefficient of variation of 48.28. The daily time series for the period is distributed with a sample standard deviation of 4.2, arithmetic mean of 8.71, and mean deviation of 3.17. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000MCM4

Calamos Emerging Mar Investor Sentiment

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