CALAMOS INTERNATIONAL Information Ratio
| CIGRX Fund | | | USD 27.25 0.54 2.02% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is CALAMOS INTERNATIONAL's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
With Information Ratio at 0.101, CALAMOS INTERNATIONAL shows positive but modest excess return per unit of tracking risk. CALAMOS INTERNATIONAL has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.101 | |
Information Ratio Peers Comparison
CALAMOS INTERNATIONAL's Information Ratio of 0.101 falls above the 0.07 peer average. Values range from -0.0106 (Cohen Steers International) to 0.1245 (New Alternatives Fund), with wide dispersion across the group. CALAMOS INTERNATIONAL's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Calamos International and its peers. Each point represents one equity — position along the horizontal axis shows Information Ratio 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.
CALAMOS INTERNATIONAL's Maximum Drawdown of
8.67 runs about
85.83 times its Information Ratio of
0.10 . This indicates Maximum Drawdown substantially exceeds Information Ratio for CALAMOS INTERNATIONAL.
Methodology, Assumptions & Data Sources
CALAMOS INTERNATIONAL has a current Information Ratio reading of 0.101. This Information Ratio reading for CALAMOS INTERNATIONAL results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. CALAMOS INTERNATIONAL operates in the foreign large growth sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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