Calamos Hedged Equity Fund Manager Performance Evaluation
The fund shows a Beta (market volatility) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calamos Hedged's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Hedged is expected to be smaller as well.
Risk-Adjusted Performance
10 of 100
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OK
Compared to the overall equity markets, risk-adjusted returns on investments in Calamos Hedged Equity are ranked lower than 10 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong technical and fundamental indicators, Calamos Hedged is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio Date | 1st of March 2023 | |
| Expense Ratio | 1.1700 |
CALAMOS |
Calamos Hedged Relative Risk vs. Return Landscape
If you would invest 1,696 in Calamos Hedged Equity on November 2, 2024 and sell it today you would earn a total of 66.00 from holding Calamos Hedged Equity or generate 3.89% return on investment over 90 days. Calamos Hedged Equity is currently producing 0.0659% returns and takes up 0.4905% volatility of returns over 90 trading days. Put another way, 4% of traded mutual funds are less volatile than CALAMOS, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Calamos Hedged Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Hedged's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Calamos Hedged Equity, and traders can use it to determine the average amount a Calamos Hedged's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1344
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Estimated Market Risk
| 0.49 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Calamos Hedged is performing at about 10% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Calamos Hedged by adding it to a well-diversified portfolio.
Calamos Hedged Fundamentals Growth
CALAMOS Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Calamos Hedged, and Calamos Hedged fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on CALAMOS Mutual Fund performance.
| Total Asset | 27.71 M | ||||
Things to note about Calamos Hedged Equity performance evaluation
Checking the ongoing alerts about Calamos Hedged for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Calamos Hedged Equity help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Calamos Hedged is not yet fully synchronised with the market data | |
| Calamos Hedged has some characteristics of a very speculative penny stock | |
| The fund holds 97.78% of its assets under management (AUM) in equities |
- Analyzing Calamos Hedged's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Calamos Hedged's stock is overvalued or undervalued compared to its peers.
- Examining Calamos Hedged's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Calamos Hedged's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Calamos Hedged's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Calamos Hedged's mutual fund. These opinions can provide insight into Calamos Hedged's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in income. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Other Tools for CALAMOS Mutual Fund
When running Calamos Hedged's price analysis, check to measure Calamos Hedged's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Calamos Hedged is operating at the current time. Most of Calamos Hedged's value examination focuses on studying past and present price action to predict the probability of Calamos Hedged's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Calamos Hedged's price. Additionally, you may evaluate how the addition of Calamos Hedged to your portfolios can decrease your overall portfolio volatility.
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