Calamos Dynamic Convertible Fund Manager Performance Evaluation
| CCD Fund | USD 20.48 0.04 0.20% |
The fund shows a Beta (market volatility) of 0.88, which signifies possible diversification benefits within a given portfolio. Calamos Dynamic returns are very sensitive to returns on the market. As the market goes up or down, Calamos Dynamic is expected to follow.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Calamos Dynamic Convertible has generated negative risk-adjusted returns adding no value to fund investors. In spite of latest inconsistent performance, the Fund's fundamental indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for the fund shareholders.
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Calamos |
Calamos Dynamic Relative Risk vs. Return Landscape
If you would invest 2,315 in Calamos Dynamic Convertible on January 16, 2025 and sell it today you would lose (267.00) from holding Calamos Dynamic Convertible or give up 11.53% of portfolio value over 90 days. Calamos Dynamic Convertible is generating negative expected returns assuming volatility of 1.7979% on return distribution over 90 days investment horizon. In other words, 16% of funds are less volatile than Calamos, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
Calamos Dynamic Current Valuation
Fairly Valued
Today
Please note that Calamos Dynamic's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Calamos Dynamic Conv shows a prevailing Real Value of $20.77 per share. The current price of the fund is $20.48. We determine the value of Calamos Dynamic Conv from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor purchasing undervalued funds and exiting overvalued funds since, at some point, fund prices and their ongoing real values will blend.
The fair value of the Calamos fund is determined by what a typical buyer is willing to pay for full or partial control of Calamos Dynamic Convertible. Since Calamos Dynamic is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Calamos Fund. However, Calamos Dynamic's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 20.48 | Real 20.77 | Hype 20.48 | Naive 19.74 |
The real value of Calamos Fund, also known as its intrinsic value, is the underlying worth of Calamos Dynamic Conv Fund, which is reflected in its stock price. It is based on Calamos Dynamic's financial performance, growth prospects, management team, or industry conditions. The intrinsic value of Calamos Dynamic's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, or news.
Estimating the potential upside or downside of Calamos Dynamic Convertible helps investors to forecast how Calamos fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Calamos Dynamic more accurately as focusing exclusively on Calamos Dynamic's fundamentals will not take into account other important factors: Calamos Dynamic Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Dynamic's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Calamos Dynamic Convertible, and traders can use it to determine the average amount a Calamos Dynamic'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 = -0.1011
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CCD |
Estimated Market Risk
| 1.8 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.18 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Calamos Dynamic is not performing at its full potential. However, 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 Dynamic by adding Calamos Dynamic to a well-diversified portfolio.
Calamos Dynamic Fundamentals Growth
Calamos Fund prices reflect investors' perceptions of the future prospects and financial health of Calamos Dynamic, and Calamos Dynamic 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 Fund performance.
| Shares Outstanding | 24.85 M | |||
| Price To Earning | 2.31 X | |||
| Earnings Per Share | 8.99 X | |||
About Calamos Dynamic Performance
By analyzing Calamos Dynamic's fundamental ratios, stakeholders can gain valuable insights into Calamos Dynamic's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Calamos Dynamic has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Calamos Dynamic has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Calamos Dynamic Convertible and Income Fund is a closed ended fixed income mutual fund launched by Calamos Investments LLC. It is managed by Calamos Advisors LLC. The fund invests in the fixed income markets of the United States. It primarily invests in a portfolio of convertible securities, investment grade and below investment grade bonds, loans, equity-linked notes, and floating rate securities. The fund also invests through derivatives such as options. It employs fundamental analysis with a top-down global macroeconomic approach to create its portfolio. Calamos Dynamic Convertible and Income Fund was formed on March 11, 2014 and is domiciled in the United States.Things to note about Calamos Dynamic Conv performance evaluation
Checking the ongoing alerts about Calamos Dynamic for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Calamos Dynamic Conv help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Calamos Dynamic Conv generated a negative expected return over the last 90 days | |
| The fund generated three year return of -3.0% |
- Analyzing Calamos Dynamic'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 Dynamic's stock is overvalued or undervalued compared to its peers.
- Examining Calamos Dynamic'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 Dynamic's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Calamos Dynamic's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Calamos Dynamic's fund. These opinions can provide insight into Calamos Dynamic's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Calamos Fund
Calamos Dynamic financial ratios help investors to determine whether Calamos 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 Dynamic security.
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