Calamos International Small Fund Market Value
| CSGIX Fund | USD 12.83 0.18 1.38% |
| 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.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Calamos International on November 15, 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 Calamos Antetokounmpo, Innealta Capital, Calamos Antetokounmpo, Calamos Antetokounmpo, Calamos Opportunistic, Calamos Opportunistic, and Calamos Opportunistic. 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 | 0.1133 | |||
| Maximum Drawdown | 4.37 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.46 |
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 | 0.1576 | |||
| Jensen Alpha | 0.1906 | |||
| Total Risk Alpha | 0.0977 | |||
| Sortino Ratio | 0.1105 | |||
| Treynor Ratio | (4.43) |
Calamos International February 13, 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 | 0.1576 | |||
| Market Risk Adjusted Performance | (4.42) | |||
| Mean Deviation | 0.8051 | |||
| Semi Deviation | 0.8 | |||
| Downside Deviation | 1.06 | |||
| Coefficient Of Variation | 522.21 | |||
| Standard Deviation | 1.03 | |||
| Variance | 1.07 | |||
| Information Ratio | 0.1133 | |||
| Jensen Alpha | 0.1906 | |||
| Total Risk Alpha | 0.0977 | |||
| Sortino Ratio | 0.1105 | |||
| Treynor Ratio | (4.43) | |||
| Maximum Drawdown | 4.37 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.46 | |||
| Downside Variance | 1.12 | |||
| Semi Variance | 0.64 | |||
| Expected Short fall | (0.87) | |||
| Skewness | (0.07) | |||
| Kurtosis | 0.4428 |
Calamos International Backtested Returns
Calamos International appears to be very steady, given 3 months investment horizon. Calamos International secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-six 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, mean deviation of 0.8051, and Risk Adjusted Performance of 0.1576 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.0424, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Calamos International are expected to decrease at a much lower rate. During the bear market, Calamos International is likely to outperform the market.
Auto-correlation | 0.60 |
Good predictability
Calamos International Small has good predictability. Overlapping area represents the amount of predictability between Calamos International time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 International price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Calamos International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
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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 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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