Calamos Global Growth Fund Market Value
| CGCIX Fund | USD 14.19 0.02 0.14% |
| Symbol | Calamos |
Calamos Global '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 Global'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 Global.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Calamos Global on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Global Growth or generate 0.0% return on investment in Calamos Global over 90 days. Calamos Global is related to or competes with Rbc Emerging, Sa Emerging, Prudential Emerging, Eagle Mlp, Delaware Emerging, Gmo Emerging, and Dws Emerging. The fund invests primarily in a globally-diversified portfolio of convertible, equity and fixed-income securities, which... More
Calamos Global 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 Global'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 Global Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9336 | |||
| Information Ratio | 0.0761 | |||
| Maximum Drawdown | 9.94 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.18 |
Calamos Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Global's standard deviation. In reality, there are many statistical measures that can use Calamos Global historical prices to predict the future Calamos Global's volatility.| Risk Adjusted Performance | 0.103 | |||
| Jensen Alpha | 0.1237 | |||
| Total Risk Alpha | 0.0452 | |||
| Sortino Ratio | 0.1093 | |||
| Treynor Ratio | 0.2494 |
Calamos Global January 24, 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 | 0.103 | |||
| Market Risk Adjusted Performance | 0.2594 | |||
| Mean Deviation | 0.7415 | |||
| Semi Deviation | 0.6175 | |||
| Downside Deviation | 0.9336 | |||
| Coefficient Of Variation | 743.27 | |||
| Standard Deviation | 1.34 | |||
| Variance | 1.8 | |||
| Information Ratio | 0.0761 | |||
| Jensen Alpha | 0.1237 | |||
| Total Risk Alpha | 0.0452 | |||
| Sortino Ratio | 0.1093 | |||
| Treynor Ratio | 0.2494 | |||
| Maximum Drawdown | 9.94 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.18 | |||
| Downside Variance | 0.8716 | |||
| Semi Variance | 0.3813 | |||
| Expected Short fall | (0.91) | |||
| Skewness | 4.13 | |||
| Kurtosis | 27.18 |
Calamos Global Growth Backtested Returns
At this stage we consider Calamos Mutual Fund to be very steady. Calamos Global Growth secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Calamos Global Growth, which you can use to evaluate the volatility of the entity. Please confirm Calamos Global's Downside Deviation of 0.9336, risk adjusted performance of 0.103, and Mean Deviation of 0.7415 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 0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calamos Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Global is expected to be smaller as well.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Calamos Global Growth has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Calamos Global time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th of January 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 Global Growth price movement. The serial correlation of -0.73 indicates that around 73.0% of current Calamos Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
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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 Global 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 Global security.
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