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 Downside Deviation of 1.07, Risk Adjusted Performance of 0.0877 and Mean Deviation of 0.3941 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 Market Sensitivity
|As returns on market increase, Calamos Glbl returns are expected to increase less than the market. However during bear market, the loss on holding Calamos Glbl will be expected to be smaller as well. 2 Months Beta |Analyze Calamos Glbl Conv Demand TrendCheck current 30 days Calamos Glbl correlation with market (DOW)|
β = 0.1405
Calamos Glbl Central Daily Price Deviation
Calamos Glbl Conv Technical Analysis
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Calamos Glbl Projected Return Density Against MarketAssuming 30 trading days horizon, Calamos Glbl has beta of 0.1405 suggesting as returns on market go up, Calamos Glbl average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Calamos Glbl Conv Opps I USD Acc will be expected to be much smaller as well. Moreover, Calamos Glbl Conv Opps I USD Acc has an alpha of 0.0614 implying that it can potentially generate 0.0614% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.06|
|Beta against DOW||=||0.14|
Calamos Glbl Return VolatilityCalamos Glbl Conv Opps I USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0388% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 2.04 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. Use Calamos Glbl Conv Opps I USD Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Calamos Glbl to be traded at $16.23 in 30 days. . As returns on market increase, Calamos Glbl returns are expected to increase less than the market. However during bear market, the loss on holding Calamos Glbl will be expected to be smaller as well.
Calamos Glbl correlation with market