Calamos Etf Trust Etf Performance
| CPSD Etf | 24.33 0.04 0.16% |
The etf shows a Beta (market volatility) of 0.0058, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calamos ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos ETF is expected to be smaller as well.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Calamos ETF Trust are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, Calamos ETF is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
1 | Calamos Announces Upside Cap Rates for CPSD and CPNQ - ETF Trends | 12/02/2024 |
2 | New Calamos ETFs Offer SP 500 Nasdaq-100 Exposure - ETF Trends | 12/03/2024 |
3 | US ETF launches from 28th November to 5th December, 2024 - ETF Express | 12/05/2024 |
4 | Roth MKM analysts caution about extreme market optimism going into 2025 - Seeking Alpha | 12/17/2024 |
Calamos |
Calamos ETF Relative Risk vs. Return Landscape
If you would invest 2,417 in Calamos ETF Trust on November 4, 2024 and sell it today you would earn a total of 16.00 from holding Calamos ETF Trust or generate 0.66% return on investment over 90 days. Calamos ETF Trust is currently generating 0.0167% in daily expected returns and assumes 0.2057% risk (volatility on return distribution) over the 90 days horizon. In different words, 1% of etfs are less volatile than Calamos, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Calamos ETF Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos ETF's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Calamos ETF Trust, and traders can use it to determine the average amount a Calamos ETF's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0812
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| Negative Returns | CPSD |
Estimated Market Risk
| 0.21 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Calamos ETF is performing at about 6% 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 ETF by adding it to a well-diversified portfolio.
About Calamos ETF Performance
By analyzing Calamos ETF's fundamental ratios, stakeholders can gain valuable insights into Calamos ETF's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Calamos ETF has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Calamos ETF has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Calamos ETF is entity of United States. It is traded as Etf on NYSE ARCA exchange.