Calamos International Small Fund Market Value
| CCISX Fund | USD 13.06 0.02 0.15% |
| Symbol | 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.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in Calamos International on December 2, 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 Dreyfus/standish, Dodge Cox, Legg Mason, Ambrus Core, Barings Active, and Bbh Intermediate. 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 | 1.06 | |||
| Information Ratio | 0.2533 | |||
| Maximum Drawdown | 4.37 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.51 |
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 | 0.2666 | |||
| Jensen Alpha | 0.2714 | |||
| Total Risk Alpha | 0.2253 | |||
| Sortino Ratio | 0.234 | |||
| Treynor Ratio | 0.4677 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos International'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 International March 2, 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 | 0.2666 | |||
| Market Risk Adjusted Performance | 0.4777 | |||
| Mean Deviation | 0.724 | |||
| Semi Deviation | 0.609 | |||
| Downside Deviation | 1.06 | |||
| Coefficient Of Variation | 289.5 | |||
| Standard Deviation | 0.9764 | |||
| Variance | 0.9533 | |||
| Information Ratio | 0.2533 | |||
| Jensen Alpha | 0.2714 | |||
| Total Risk Alpha | 0.2253 | |||
| Sortino Ratio | 0.234 | |||
| Treynor Ratio | 0.4677 | |||
| Maximum Drawdown | 4.37 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.51 | |||
| Downside Variance | 1.12 | |||
| Semi Variance | 0.3709 | |||
| Expected Short fall | (0.85) | |||
| Skewness | (0.31) | |||
| Kurtosis | 1.15 |
Calamos International Backtested Returns
Calamos International appears to be very steady, given 3 months investment horizon. Calamos International secures Sharpe Ratio (or Efficiency) of 0.34, which signifies that the fund had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-eight 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 1.06, risk adjusted performance of 0.2666, and Mean Deviation of 0.724 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.7, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calamos International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos International is expected to be smaller as well.
Auto-correlation | 0.92 |
Excellent predictability
Calamos International Small has excellent predictability. Overlapping area represents the amount of predictability between Calamos International time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 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 0.92 indicates that approximately 92.0% of current Calamos International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
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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