Calamos Dynamic Risk Adjusted Performance
| CCD Fund | | | USD 24.97 0.17 0.69% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is Calamos Dynamic's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Calamos Dynamic carries a Risk Adjusted Performance of 0.1314, consistent with positive but modest risk-adjusted return. Calamos Dynamic has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1314 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.03 for Risk Adjusted Performance, with Calamos Dynamic at 0.1314 falling above that level. Readings span -0.0582 (Nuveen California Amt) to 0.1135 (Allianzgi Convertible Income). Calamos Dynamic's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Calamos Dynamic and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
With Risk Adjusted Performance at
0.13 and Maximum Drawdown at
6.49 , Calamos Dynamic shows a
49.41 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Calamos Dynamic.
Methodology, Assumptions & Data Sources
Calamos Dynamic has a current Risk Adjusted Performance reading of 0.1314. Calamos Dynamic's Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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