Calamos Timpani Small Fund Market Value
| CTCSX Fund | USD 48.19 0.10 0.21% |
| Symbol | Calamos |
Calamos Timpani '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 Timpani'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 Timpani.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in Calamos Timpani on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Timpani Small or generate 0.0% return on investment in Calamos Timpani over 90 days. Calamos Timpani 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 equity securities of small cap... More
Calamos Timpani 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 Timpani'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 Timpani Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.43 | |||
| Information Ratio | 0.0642 | |||
| Maximum Drawdown | 7.07 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 2.13 |
Calamos Timpani Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Timpani's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Timpani's standard deviation. In reality, there are many statistical measures that can use Calamos Timpani historical prices to predict the future Calamos Timpani's volatility.| Risk Adjusted Performance | 0.0947 | |||
| Jensen Alpha | 0.0891 | |||
| Total Risk Alpha | 0.028 | |||
| Sortino Ratio | 0.0678 | |||
| Treynor Ratio | 0.151 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos Timpani'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 Timpani February 22, 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 | 0.0947 | |||
| Market Risk Adjusted Performance | 0.161 | |||
| Mean Deviation | 1.13 | |||
| Semi Deviation | 1.18 | |||
| Downside Deviation | 1.43 | |||
| Coefficient Of Variation | 849.58 | |||
| Standard Deviation | 1.51 | |||
| Variance | 2.27 | |||
| Information Ratio | 0.0642 | |||
| Jensen Alpha | 0.0891 | |||
| Total Risk Alpha | 0.028 | |||
| Sortino Ratio | 0.0678 | |||
| Treynor Ratio | 0.151 | |||
| Maximum Drawdown | 7.07 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 2.13 | |||
| Downside Variance | 2.03 | |||
| Semi Variance | 1.39 | |||
| Expected Short fall | (1.19) | |||
| Skewness | 0.5151 | |||
| Kurtosis | 1.55 |
Calamos Timpani Small Backtested Returns
At this stage we consider Calamos Mutual Fund to be very steady. Calamos Timpani Small secures Sharpe Ratio (or Efficiency) of 0.0935, which signifies that the fund had a 0.0935 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Calamos Timpani Small, which you can use to evaluate the volatility of the entity. Please confirm Calamos Timpani's Risk Adjusted Performance of 0.0947, downside deviation of 1.43, and Mean Deviation of 1.13 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. The fund shows a Beta (market volatility) of 1.11, which signifies a somewhat significant risk relative to the market. Calamos Timpani returns are very sensitive to returns on the market. As the market goes up or down, Calamos Timpani is expected to follow.
Auto-correlation | 0.35 |
Below average predictability
Calamos Timpani Small has below average predictability. Overlapping area represents the amount of predictability between Calamos Timpani time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd 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 Timpani Small price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Calamos Timpani price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.87 |
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 Timpani 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 Timpani security.
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