Calamos Timpani Smid Fund Market Value
| CTOGX Fund | USD 17.95 0.43 2.34% |
| 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.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Calamos Timpani on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Timpani Smid or generate 0.0% return on investment in Calamos Timpani over 90 days. Calamos Timpani is related to or competes with Arrow Managed. Under normal market conditions, the fund invests at least 80 percent of its net assets in equity securities of small and... 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 Smid upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.72 | |||
| Information Ratio | 0.0506 | |||
| Maximum Drawdown | 7.19 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 2.5 |
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 | 0.0853 | |||
| Jensen Alpha | 0.0683 | |||
| Total Risk Alpha | 0.0095 | |||
| Sortino Ratio | 0.0494 | |||
| Treynor Ratio | 0.1261 |
Calamos Timpani 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 | 0.0853 | |||
| Market Risk Adjusted Performance | 0.1361 | |||
| Mean Deviation | 1.26 | |||
| Semi Deviation | 1.55 | |||
| Downside Deviation | 1.72 | |||
| Coefficient Of Variation | 1013.03 | |||
| Standard Deviation | 1.68 | |||
| Variance | 2.82 | |||
| Information Ratio | 0.0506 | |||
| Jensen Alpha | 0.0683 | |||
| Total Risk Alpha | 0.0095 | |||
| Sortino Ratio | 0.0494 | |||
| Treynor Ratio | 0.1261 | |||
| Maximum Drawdown | 7.19 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 2.5 | |||
| Downside Variance | 2.95 | |||
| Semi Variance | 2.4 | |||
| Expected Short fall | (1.32) | |||
| Skewness | (0.02) | |||
| Kurtosis | 1.05 |
Calamos Timpani Smid Backtested Returns
Calamos Timpani appears to be very steady, given 3 months investment horizon. Calamos Timpani Smid secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Calamos Timpani Smid, which you can use to evaluate the volatility of the entity. Please makes use of Calamos Timpani's Risk Adjusted Performance of 0.0853, mean deviation of 1.26, and Downside Deviation of 1.72 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.23, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Calamos Timpani will likely underperform.
Auto-correlation | 0.23 |
Weak predictability
Calamos Timpani Smid has weak predictability. Overlapping area represents the amount of predictability between Calamos Timpani 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 Timpani Smid price movement. The serial correlation of 0.23 indicates that over 23.0% of current Calamos Timpani price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
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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