Calamos International Small Fund Key Fundamental Indicators
| CSGIX Fund | USD 12.98 0.07 0.54% |
As of the 17th of February 2026, Calamos International shows the Risk Adjusted Performance of 0.1356, mean deviation of 0.8079, and Downside Deviation of 1.09. Calamos International technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Calamos International's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Calamos International's valuation are provided below:Calamos International Small does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Calamos |
Calamos International 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Calamos International's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Calamos International.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Calamos International on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos International Small or generate 0.0% return on investment in Calamos International over 90 days. Calamos International is related to or competes with Us Government, Franklin Adjustable, Us Government, Us Government, and Jpmorgan Government. Under normal market conditions, the fund invests at least 80 percent of its net assets in securities of small capitaliza... More
Calamos International Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Calamos International's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Calamos International Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.09 | |||
| Information Ratio | 0.1166 | |||
| Maximum Drawdown | 4.37 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.46 |
Calamos International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos International's standard deviation. In reality, there are many statistical measures that can use Calamos International historical prices to predict the future Calamos International's volatility.| Risk Adjusted Performance | 0.1356 | |||
| Jensen Alpha | 0.1668 | |||
| Total Risk Alpha | 0.1079 | |||
| Sortino Ratio | 0.1111 | |||
| Treynor Ratio | (2.60) |
Calamos International February 17, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1356 | |||
| Market Risk Adjusted Performance | (2.59) | |||
| Mean Deviation | 0.8079 | |||
| Semi Deviation | 0.879 | |||
| Downside Deviation | 1.09 | |||
| Coefficient Of Variation | 596.48 | |||
| Standard Deviation | 1.04 | |||
| Variance | 1.08 | |||
| Information Ratio | 0.1166 | |||
| Jensen Alpha | 0.1668 | |||
| Total Risk Alpha | 0.1079 | |||
| Sortino Ratio | 0.1111 | |||
| Treynor Ratio | (2.60) | |||
| Maximum Drawdown | 4.37 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.46 | |||
| Downside Variance | 1.19 | |||
| Semi Variance | 0.7727 | |||
| Expected Short fall | (0.85) | |||
| Skewness | (0.07) | |||
| Kurtosis | 0.4082 |
Calamos International Backtested Returns
Calamos International appears to be very steady, given 3 months investment horizon. Calamos International secures Sharpe Ratio (or Efficiency) of 0.28, which signifies that the fund had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calamos International Small, which you can use to evaluate the volatility of the entity. Please makes use of Calamos International's Downside Deviation of 1.09, risk adjusted performance of 0.1356, and Mean Deviation of 0.8079 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.0632, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Calamos International are expected to decrease at a much lower rate. During the bear market, Calamos International is likely to outperform the market.
Auto-correlation | 0.84 |
Very good predictability
Calamos International Small has very good predictability. Overlapping area represents the amount of predictability between Calamos International time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Calamos International price movement. The serial correlation of 0.84 indicates that around 84.0% of current Calamos International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Although Three Year Fund Return indicator can give a sense of overall fund mid-term potential, it is recommended to compare fund performances against other similar funds, ETFs, or market benchmarks for the same 3 year interval.
| Competition |
Based on the latest financial disclosure, Calamos International Small has a Three Year Return of 16.2931%. This is much higher than that of the Calamos family and significantly higher than that of the Foreign Small/Mid Growth category. The three year return for all United States funds is notably lower than that of the firm.
Calamos International Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Calamos International's current stock value. Our valuation model uses many indicators to compare Calamos International value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Calamos International competition to find correlations between indicators driving Calamos International's intrinsic value. More Info.Calamos International Small is the top fund in annual yield among similar funds. It also is the top fund in year to date return among similar funds creating about 1,794 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Calamos International's earnings, one of the primary drivers of an investment's value.Calamos Three Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Calamos International's direct or indirect competition against its Three Year Return to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Calamos International could also be used in its relative valuation, which is a method of valuing Calamos International by comparing valuation metrics of similar companies.Calamos International is currently under evaluation in three year return among similar funds.
Calamos Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Calamos International's current stock value. Our valuation model uses many indicators to compare Calamos International value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Calamos International competition to find correlations between indicators driving Calamos International's intrinsic value. More Info.Calamos International Small is the top fund in annual yield among similar funds. It also is the top fund in year to date return among similar funds creating about 1,794 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Calamos International's earnings, one of the primary drivers of an investment's value.Calamos Fundamentals
| Annual Yield | 0.01 % | ||||
| Year To Date Return | 14.35 % | ||||
| One Year Return | 28.89 % | ||||
| Three Year Return | 16.29 % | ||||
| Net Asset | 2.93 M |
About Calamos International Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Calamos International Small's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Calamos International using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Calamos International Small based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.Under normal market conditions, the fund invests at least 80 percent of its net assets in securities of small capitalization, non-U.S. companies, including emerging and frontier markets. It may invest up to 30 percent in emerging and frontier markets. The fund will generally be invested in a minimum of five countries.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Calamos Mutual Fund
Calamos International financial ratios help investors to determine whether Calamos Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Calamos with respect to the benefits of owning Calamos International security.
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