Calamos Investment Trust Fund Manager Performance Evaluation
| CMRGX Fund | 10.17 0.03 0.30% |
The fund shows a Beta (market volatility) of 0.0376, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calamos Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Investment is expected to be smaller as well.
Risk-Adjusted Performance
7 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Calamos Investment Trust are ranked lower than 7 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong technical and fundamental indicators, Calamos Investment is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreCalamos |
Calamos Investment Relative Risk vs. Return Landscape
If you would invest 988.00 in Calamos Investment Trust on September 4, 2024 and sell it today you would earn a total of 29.00 from holding Calamos Investment Trust or generate 2.94% return on investment over 90 days. Calamos Investment Trust is currently producing 0.0471% returns and takes up 0.4809% 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 Investment Current Valuation
Fairly Valued
Today
Please note that Calamos Investment's price fluctuation is very steady at this time. Based on Macroaxis valuation methodology, the entity is fairly valued. Calamos Investment Trust shows a prevailing Real Value of USD10.14 per share. The current price of the fund is USD10.17. Our model approximates the value of Calamos Investment Trust from analyzing the entity technical indicators and probability of bankruptcy. In general, investors favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Calamos Investment is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Calamos Mutual Fund. However, Calamos Investment'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 10.17 | Real 10.14 | Hype 10.17 | Naive 10.23 |
The intrinsic value of Calamos Investment'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, news, and other external factors that may influence Calamos Investment's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Calamos Investment Trust helps investors to forecast how Calamos mutual 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 Investment more accurately as focusing exclusively on Calamos Investment's fundamentals will not take into account other important factors: Calamos Investment Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Investment's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Calamos Investment Trust, and traders can use it to determine the average amount a Calamos Investment'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 = 0.0979
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CMRGX |
Estimated Market Risk
| 0.48 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Calamos Investment is performing at about 7% 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 Investment by adding it to a well-diversified portfolio.
Calamos Investment Fundamentals Growth
Calamos Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Calamos Investment, and Calamos Investment 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.
About Calamos Investment Performance
Evaluating Calamos Investment's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Calamos Investment 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 Investment has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The manager utilizes an actively managed merger arbitrage strategy by establishing long and short positions in the securities of companies that are involved in significant corporate events or transactions. Under normal market conditions, it will invest at least 80 percent of its net assets in common stock, convertibles, SPACs, preferred stock, corporate bonds, warrants and options of U.S. and non-U.S. companies which are involved, or which the advisor believes will be involved, in a variety of significant corporate events including, but not limited to merger-arbitrage investments. The fund is non-diversified.Things to note about Calamos Investment Trust performance evaluation
Checking the ongoing alerts about Calamos Investment for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Calamos Investment Trust help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund holds all of the assets under management (AUM) in different types of exotic instruments |
- Analyzing Calamos Investment'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 Investment's stock is overvalued or undervalued compared to its peers.
- Examining Calamos Investment'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 Investment's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Calamos Investment's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Calamos Investment's mutual fund. These opinions can provide insight into Calamos Investment's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Calamos Mutual Fund
Calamos Investment 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 Investment security.
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments |