Calamos International Correlations

Mutual Funds . USA . 
Fund . Calamos International Small
CSGIX Fund  USD 12.91  0.08  0.62%   
The current 90-days correlation between Calamos International and Calamos Global Growth is 0.85 (i.e., Very poor diversification). The correlation of Calamos International is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Calamos International Correlation With Market

Very poor diversification

The correlation between Calamos International Small and DJI is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calamos International Small and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Calamos International Small. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.

Moving together with Calamos Mutual Fund

  0.8SROIX Calamos AntetokounmpoPairCorr
  0.8SROAX Innealta Capital SectorPairCorr
  0.8SROCX Calamos AntetokounmpoPairCorr
  0.8SRORX Calamos AntetokounmpoPairCorr
  0.61CVGCX Calamos Growth Potential GrowthPairCorr
  0.95CVLOX Calamos Global GrowthPairCorr
  0.81CVLCX Calamos Global GrowthPairCorr
  0.91CVSIX Calamos Market NeutralPairCorr
  0.9CVSCX Calamos Market NeutralPairCorr
  0.73CVTCX Calamos Growth IncomePairCorr
  0.91CVSOX Calamos Market NeutralPairCorr
  0.73CVTRX Calamos Growth IncomePairCorr
  0.83CXGCX Calamos Global VertiblePairCorr
  0.84CGCIX Calamos Global GrowthPairCorr
  0.91CGEOX Calamos Global EquityPairCorr
  0.74CGIOX Calamos Growth AndPairCorr
  0.73CGIIX Calamos Growth IncomePairCorr
  0.89CHYDX Calamos High IncomePairCorr
  0.82CICVX Calamos ConvertiblePairCorr
  0.89CIGRX Calamos InternationalPairCorr
  0.9CIGOX Calamos InternationalPairCorr
  0.9CIGIX Calamos InternationalPairCorr
  0.78CIGEX Calamos Global EquityPairCorr
  0.87CIGCX Calamos InternationalPairCorr
  0.86CIHYX Calamos High IncomePairCorr
  0.67CIHEX Calamos Hedged EquityPairCorr
  1.0CISOX Calamos InternationalPairCorr
  0.91CMNIX Calamos Market NeutralPairCorr
  0.87CMRCX Columbia Marsico GrowthPairCorr
  0.88CMRAX Columbia Large CapPairCorr
  0.75CMRGX Calamos Investment TrustPairCorr
  0.99CNWIX Calamos Evolving WorldPairCorr
  0.99CNWGX Calamos Evolving WorldPairCorr
  0.99CNWDX Calamos Evolving WorldPairCorr
  0.72CPCLX Calamos Phineus LongshortPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Calamos Mutual Fund performing well and Calamos International Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Calamos International's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
SROIX  0.62  0.03  0.01  0.10  0.77 
(0.62)
 1.10 
(1.35)
 5.49 
SROAX  0.62  0.03  0.02  0.10  0.77 
(0.62)
 1.11 
(1.48)
 5.59 
SROCX  0.62  0.03  0.01  0.10  0.79 
(0.65)
 1.13 
(1.46)
 5.62 
SRORX  0.62  0.03  0.01  0.10  0.76 
(0.65)
 1.18 
(1.35)
 5.42 
CVAIX  0.64 (0.02)(0.04) 0.04  0.85 
(0.66)
 1.23 
(1.51)
 7.09 
CVACX  0.68  0.01 (0.01) 0.08  0.79 
(0.74)
 1.27 
(1.53)
 9.14 
CVAAX  0.65 (0.01)(0.03) 0.04  0.83 
(0.69)
 1.25 
(1.50)
 7.43 
CVGRX  0.88  0.00 (0.01) 0.06  1.14 
(0.91)
 1.37 
(2.08)
 11.32 
CVGCX  1.76  0.67  0.52  1.15  0.41 
(2.26)
 1.37 
(2.11)
 55.20 
CVLOX  0.62  0.00 (0.02) 0.06  0.79 
(0.65)
 1.33 
(1.55)
 3.84 

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