Calamos Dynamic Convertible Fund Market Value
| CCD Fund | USD 23.01 0.05 0.22% |
| Symbol | Calamos |
Calamos Dynamic '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 Dynamic's 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 Dynamic.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Calamos Dynamic on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Dynamic Convertible or generate 0.0% return on investment in Calamos Dynamic over 90 days. Calamos Dynamic is related to or competes with Gabelli Global, Aberdeen Global, Western Asset, Eaton Vance, North Star, Hennessy Large, and MFS Government. Calamos Dynamic Convertible and Income Fund is a closed ended fixed income mutual fund launched by Calamos Investments L... More
Calamos Dynamic 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 Dynamic's 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 Dynamic Convertible upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8204 | |||
| Information Ratio | 0.143 | |||
| Maximum Drawdown | 5.23 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.74 |
Calamos Dynamic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Dynamic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Dynamic's standard deviation. In reality, there are many statistical measures that can use Calamos Dynamic historical prices to predict the future Calamos Dynamic's volatility.| Risk Adjusted Performance | 0.2094 | |||
| Jensen Alpha | 0.1668 | |||
| Total Risk Alpha | 0.1081 | |||
| Sortino Ratio | 0.1646 | |||
| Treynor Ratio | 0.3448 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos Dynamic's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Calamos Dynamic February 27, 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 | 0.2094 | |||
| Market Risk Adjusted Performance | 0.3548 | |||
| Mean Deviation | 0.7008 | |||
| Semi Deviation | 0.4767 | |||
| Downside Deviation | 0.8204 | |||
| Coefficient Of Variation | 367.09 | |||
| Standard Deviation | 0.9442 | |||
| Variance | 0.8914 | |||
| Information Ratio | 0.143 | |||
| Jensen Alpha | 0.1668 | |||
| Total Risk Alpha | 0.1081 | |||
| Sortino Ratio | 0.1646 | |||
| Treynor Ratio | 0.3448 | |||
| Maximum Drawdown | 5.23 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.74 | |||
| Downside Variance | 0.673 | |||
| Semi Variance | 0.2272 | |||
| Expected Short fall | (0.84) | |||
| Skewness | 0.4231 | |||
| Kurtosis | 1.02 |
Calamos Dynamic Conv Backtested Returns
At this point, Calamos Dynamic is very steady. Calamos Dynamic Conv secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Calamos Dynamic Convertible, which you can use to evaluate the volatility of the entity. Please confirm Calamos Dynamic's Risk Adjusted Performance of 0.2094, downside deviation of 0.8204, and Mean Deviation of 0.7008 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. The fund shows a Beta (market volatility) of 0.72, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calamos Dynamic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Dynamic is expected to be smaller as well.
Auto-correlation | 0.54 |
Modest predictability
Calamos Dynamic Convertible has modest predictability. Overlapping area represents the amount of predictability between Calamos Dynamic time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th 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 Dynamic Conv price movement. The serial correlation of 0.54 indicates that about 54.0% of current Calamos Dynamic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
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 Fund
Calamos Dynamic financial ratios help investors to determine whether Calamos 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 Dynamic security.
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets |