CALAMOS GLOBAL Market Risk Adjusted Performance
| CXGCX Fund | | | USD 13.86 -0.22 -1.56% |
The Market Risk Adjusted Performance profile for Calamos Global Vertible is based on historical price and volume observations. All inputs reflect available trading data across supported markets.
Trending Equities provides context for diversified portfolio construction. All values are presented as reference data. Portfolio tools allow users to monitor Calamos Global Vertible alongside other positions. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence Calamos Global Vertible's mutual fund valuation — related indicators include
signals in housing.
Calamos Global Vertible has current Market Risk Adjusted Performance of 0.0102.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0102 | |
| ER[a] | = | Expected return on investing in CALAMOS GLOBAL |
| 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 Global Vertible is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
361.64 of Maximum Drawdown per Market Risk Adjusted Performance. At
361.64 , Calamos Global Vertible's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators