Calamos Glbl (Ireland) Risk Analysis And Volatility

Our philosophy towards foreseeing volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Calamos Glbl Conv Opps I USD Acc which you can use to evaluate future volatility of the entity. Please confirm Calamos Glbl Conv to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Calamos Glbl Conv Technical Analysis

Transformation
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Calamos Glbl Projected Return Density Against Market

Assuming 30 trading days horizon, Calamos Glbl has beta of 0.0 suggesting the returns on DOW and Calamos Glbl do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Calamos Glbl is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Calamos Glbl Conv Opps I USD Acc is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Calamos Glbl Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Calamos Glbl Investment Opportunity

DOW has a standard deviation of returns of 0.78 and is 9.223372036854776E16 times more volatile than Calamos Glbl Conv Opps I USD Acc. 0% of all equities and portfolios are less risky than Calamos Glbl. Compared to the overall equity markets, volatility of historical daily returns of Calamos Glbl Conv Opps I USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Calamos Glbl Current Risk Indicators

Calamos Glbl Suggested Diversification Pairs

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