Calamos Market Market Risk Adjusted Performance
| CVSOX Fund | | | USD 15.76 0.04 0.25% |
The Market Risk Adjusted Performance calculation for Calamos Market draws on price and volume history. Additional screening context is available through
Equity Screeners. Use
Trending Equities to better understand diversified portfolio construction. Position sizing and allocation together define the portfolio construction approach. Portfolio analysis tools can evaluate how Calamos Market Neutral fits within a broader allocation. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence Calamos Market Neutral's mutual fund valuation — related indicators include
signals in metropolitan statistical area.
Calamos Market Neutral has current Market Risk Adjusted Performance of
-0.01.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.01 | |
| ER[a] | = | Expected return on investing in Calamos Market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Calamos Market Neutral is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Other Technical Indicators