| CIHYX Fund | | | USD 7.89 0.01 0.13% |
Calamos High total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Calamos High Income or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Calamos High Income has current Total Risk Alpha of 0.0055. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0055 | |
| ER[a] | = | Expected return on investing in Calamos High |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Calamos High |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Calamos High Total Risk Alpha Peers Comparison
Calamos Total Risk Alpha Relative To Other Indicators
Calamos High Income is the top fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
93.67 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Calamos High Income is roughly
93.67 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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