Calamos Market Neutral Fund Market Value
| CVSCX Fund | USD 16.09 0.03 0.19% |
| Symbol | Calamos |
Calamos Market '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 Market'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 Market.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Calamos Market on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Market Neutral or generate 0.0% return on investment in Calamos Market over 90 days. Calamos Market is related to or competes with New Alternatives, Hennessy, Short Oil, Gmo Resources, Energy Fund, and Calvert Global. The fund i invests in equities, convertible securities of U.S More
Calamos Market 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 Market'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 Market Neutral upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1217 | |||
| Information Ratio | (0.96) | |||
| Maximum Drawdown | 0.3774 | |||
| Value At Risk | (0.19) | |||
| Potential Upside | 0.1259 |
Calamos Market Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Market's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Market's standard deviation. In reality, there are many statistical measures that can use Calamos Market historical prices to predict the future Calamos Market's volatility.| Risk Adjusted Performance | 0.0672 | |||
| Jensen Alpha | 0.0052 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.68) | |||
| Treynor Ratio | 0.5574 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos Market'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 Market February 10, 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 | 0.0672 | |||
| Market Risk Adjusted Performance | 0.5674 | |||
| Mean Deviation | 0.0655 | |||
| Downside Deviation | 0.1217 | |||
| Coefficient Of Variation | 532.87 | |||
| Standard Deviation | 0.086 | |||
| Variance | 0.0074 | |||
| Information Ratio | (0.96) | |||
| Jensen Alpha | 0.0052 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.68) | |||
| Treynor Ratio | 0.5574 | |||
| Maximum Drawdown | 0.3774 | |||
| Value At Risk | (0.19) | |||
| Potential Upside | 0.1259 | |||
| Downside Variance | 0.0148 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.09) | |||
| Skewness | (0.44) | |||
| Kurtosis | 0.4786 |
Calamos Market Neutral Backtested Returns
At this stage we consider Calamos Mutual Fund to be very steady. Calamos Market Neutral secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Calamos Market Neutral, which you can use to evaluate the volatility of the entity. Please confirm Calamos Market's Mean Deviation of 0.0655, risk adjusted performance of 0.0672, and Coefficient Of Variation of 532.87 to double-check if the risk estimate we provide is consistent with the expected return of 0.0177%. The fund shows a Beta (market volatility) of 0.011, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calamos Market's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Market is expected to be smaller as well.
Auto-correlation | 0.73 |
Good predictability
Calamos Market Neutral has good predictability. Overlapping area represents the amount of predictability between Calamos Market time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th 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 Market Neutral price movement. The serial correlation of 0.73 indicates that around 73.0% of current Calamos Market price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Market 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 Market security.
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