Calamos Market Manager Performance Evaluation

CVSCX -- USA Fund  

USD 13.64  0.04  0.29%

The organization shows Beta (market volatility) of 0.0689 which signifies that as returns on market increase, Calamos Market returns are expected to increase less than the market. However during bear market, the loss on holding Calamos Market will be expected to be smaller as well. Although it is extremely important to respect Calamos Market Neutral historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Calamos Market Neutral technical indicators you can presently evaluate if the expected return of 0.0047% will be sustainable into the future.
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Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Calamos Market Neutral Fd Cl C are ranked lower than 2 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, Calamos Market is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low12.98
Fifty Two Week High13.79
Annual Report Expense Ratio2.01%
Horizon     30 Days    Login   to change

Calamos Market Neutral Relative Risk vs. Return Landscape

If you would invest  1,360  in Calamos Market Neutral Fd Cl C on September 21, 2019 and sell it today you would earn a total of  4.00  from holding Calamos Market Neutral Fd Cl C or generate 0.29% return on investment over 30 days. Calamos Market Neutral Fd Cl C is currently producing 0.0047% returns and takes up 0.113% volatility of returns over 30 trading days. Put another way, 1% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Calamos Market is expected to generate 0.11 times more return on investment than the market. However, the company is 8.75 times less risky than the market. It trades about 0.04 of its potential returns per unit of risk. The DOW is currently generating roughly -0.03 per unit of risk.

Calamos Market Current Valuation

Fairly Valued
October 21, 2019
13.64
Market Value
13.64
Real Value
13.97
Upside
Calamos Market is very steady asset. Calamos Market Neutral shows prevailing Real Value of $13.64 per share. The current price of the fund is $13.64. At this time the entity appears to be fairly valued. We determine the value of Calamos Market Neutral from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Calamos Market Market Risk Analysis

Sharpe Ratio = 0.0412
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Calamos Market Relative Performance Indicators

Estimated Market Risk
 0.11
  actual daily
 
 0 %
of total potential
 
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Expected Return
 0.0
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 0.04
  actual daily
 
 2 %
of total potential
 
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Based on monthly moving average Calamos Market is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Calamos Market by adding it to a well-diversified portfolio.

Calamos Market Alerts

Equity Alerts and Improvement Suggestions

On September 12, 2019 Calamos Market paid $ 0.022 per share dividend to its current shareholders
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The fund holds about 26.53% of its assets under management (AUM) in cash
Check also Trending Equities. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
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