Calamos Phineus Longshort Fund Market Value
| CPLSX Fund | USD 16.93 0.07 0.42% |
| Symbol | CALAMOS |
Calamos Phineus '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 Phineus' 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 Phineus.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in Calamos Phineus on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Phineus Longshort or generate 0.0% return on investment in Calamos Phineus over 90 days. Calamos Phineus is related to or competes with Calamos Antetokounmpo, Innealta Capital, Calamos Antetokounmpo, Calamos Antetokounmpo, Calamos Opportunistic, Calamos Opportunistic, and Calamos Opportunistic. The fund aims to achieve its investment objective primarily by investing globally in publicly listed equity securities, including common stock and American Depositary Receipts, of issuers of all market capitalizations that operate in the knowledge-based sectors such as technology, communications and media, as well as financial services and healthcare, and other investment companies, including exchange-traded funds, that track or otherwise provide exposure to such sectors. More
Calamos Phineus 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 Phineus' 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 Phineus Longshort upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5179 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 2.71 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 1.07 |
Calamos Phineus Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Phineus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Phineus' standard deviation. In reality, there are many statistical measures that can use Calamos Phineus historical prices to predict the future Calamos Phineus' volatility.| Risk Adjusted Performance | 0.0662 | |||
| Jensen Alpha | 0.0414 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (1.60) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos Phineus' 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 Phineus February 21, 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 | 0.0662 | |||
| Market Risk Adjusted Performance | (1.59) | |||
| Mean Deviation | 0.4228 | |||
| Semi Deviation | 0.439 | |||
| Downside Deviation | 0.5179 | |||
| Coefficient Of Variation | 1083.4 | |||
| Standard Deviation | 0.5376 | |||
| Variance | 0.2891 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | 0.0414 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (1.60) | |||
| Maximum Drawdown | 2.71 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 1.07 | |||
| Downside Variance | 0.2682 | |||
| Semi Variance | 0.1927 | |||
| Expected Short fall | (0.49) | |||
| Skewness | (0.09) | |||
| Kurtosis | 0.3235 |
Calamos Phineus Longshort Backtested Returns
At this stage we consider CALAMOS Mutual Fund to be very steady. Calamos Phineus Longshort secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Calamos Phineus Longshort, which you can use to evaluate the volatility of the entity. Please confirm Calamos Phineus' Downside Deviation of 0.5179, risk adjusted performance of 0.0662, and Mean Deviation of 0.4228 to double-check if the risk estimate we provide is consistent with the expected return of 0.0822%. The fund shows a Beta (market volatility) of -0.0248, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Calamos Phineus are expected to decrease at a much lower rate. During the bear market, Calamos Phineus is likely to outperform the market.
Auto-correlation | -0.6 |
Good reverse predictability
Calamos Phineus Longshort has good reverse predictability. Overlapping area represents the amount of predictability between Calamos Phineus time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st 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 Phineus Longshort price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Calamos Phineus price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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 Phineus 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 Phineus security.
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