Calamos Vertible Fund Market Value
| CCVCX Fund | USD 24.11 0.20 0.82% |
| Symbol | Calamos |
Calamos Convertible '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 Convertible'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 Convertible.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Calamos Convertible on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Vertible Fund or generate 0.0% return on investment in Calamos Convertible over 90 days. Calamos Convertible is related to or competes with Calamos Antetokounmpo, Innealta Capital, Calamos Antetokounmpo, Calamos Antetokounmpo, Calamos Opportunistic, Calamos Opportunistic, and Calamos Opportunistic. The fund invests mainly in a diversified portfolio of convertible securities issued by both U.S More
Calamos Convertible 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 Convertible'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 Vertible Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8703 | |||
| Information Ratio | 0.0566 | |||
| Maximum Drawdown | 3.82 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.78 |
Calamos Convertible Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Convertible's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Convertible's standard deviation. In reality, there are many statistical measures that can use Calamos Convertible historical prices to predict the future Calamos Convertible's volatility.| Risk Adjusted Performance | 0.1457 | |||
| Jensen Alpha | 0.0911 | |||
| Total Risk Alpha | 0.0285 | |||
| Sortino Ratio | 0.06 | |||
| Treynor Ratio | 0.2518 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos Convertible'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 Convertible 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 | 0.1457 | |||
| Market Risk Adjusted Performance | 0.2618 | |||
| Mean Deviation | 0.7357 | |||
| Semi Deviation | 0.6291 | |||
| Downside Deviation | 0.8703 | |||
| Coefficient Of Variation | 528.74 | |||
| Standard Deviation | 0.9221 | |||
| Variance | 0.8503 | |||
| Information Ratio | 0.0566 | |||
| Jensen Alpha | 0.0911 | |||
| Total Risk Alpha | 0.0285 | |||
| Sortino Ratio | 0.06 | |||
| Treynor Ratio | 0.2518 | |||
| Maximum Drawdown | 3.82 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.78 | |||
| Downside Variance | 0.7575 | |||
| Semi Variance | 0.3957 | |||
| Expected Short fall | (0.82) | |||
| Skewness | 0.1895 | |||
| Kurtosis | (0.02) |
Calamos Convertible Backtested Returns
At this stage we consider Calamos Mutual Fund to be very steady. Calamos Convertible secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calamos Vertible Fund, which you can use to evaluate the volatility of the entity. Please confirm Calamos Convertible's Mean Deviation of 0.7357, risk adjusted performance of 0.1457, and Downside Deviation of 0.8703 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. The fund shows a Beta (market volatility) of 0.65, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calamos Convertible's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Convertible is expected to be smaller as well.
Auto-correlation | 0.33 |
Below average predictability
Calamos Vertible Fund has below average predictability. Overlapping area represents the amount of predictability between Calamos Convertible 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 Convertible price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Calamos Convertible price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
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 Convertible 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 Convertible security.
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