Calamos Value Manager Performance Evaluation

CVAAX -- USA Fund  

USD 14.22  0.33  2.38%

The organization shows Beta (market volatility) of 0.118, which signifies that as returns on market increase, Calamos Value returns are expected to increase less than the market. However during bear market, the loss on holding Calamos Value will be expected to be smaller as well. Even though it is essential to pay attention to Calamos Value Fund historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Calamos Value Fund Class A exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Risk-Adjusted Fund Performance

Over the last 30 days Calamos Value Fund Class A has generated negative risk-adjusted returns adding no value to fund investors. Inspite fairly strong basic indicators, Calamos Value is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low12.83
Fifty Two Week High15.59
Annual Report Expense Ratio1.16%

Calamos Value Fund Relative Risk vs. Return Landscape

If you would invest  1,463  in Calamos Value Fund Class A on January 28, 2020 and sell it today you would lose (41.00)  from holding Calamos Value Fund Class A or give up 2.8% of portfolio value over 30 days. Calamos Value Fund Class A is currently producing negative expected returns and takes up 1.2755% volatility of returns over 30 trading days. Put another way, 11% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
  Risk (%) 
Assuming 30 trading days horizon, Calamos Value is expected to generate 1.11 times more return on investment than the market. However, the company is 1.11 times more volatile than its market benchmark. It trades about -0.03 of its potential returns per unit of risk. The DOW is currently generating roughly -0.11 per unit of risk.

Calamos Value Current Valuation

Fairly Valued
February 27, 2020
Real Value
Calamos Value is somewhat reliable asset. Calamos Value Fund shows prevailing Real Value of $14.35 per share. The current price of the fund is $14.22. At this time the entity appears to be fairly valued. We determine the value of Calamos Value Fund from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Calamos Value Market Risk Analysis

Sharpe Ratio = -0.0289
Good Returns
Average Returns
Small Returns
Negative ReturnsCVAAX

Calamos Value Performance Indicators

Estimated Market Risk
  actual daily
 11 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average Calamos Value is performing at about 0% 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 Value by adding it to a well-diversified portfolio.

Calamos Value Alerts

Equity Alerts and Improvement Suggestions

Calamos Value Fund generates negative expected return over the last 30 days
The fund generated five year return of -3.0%
Calamos Value Fund holds 98.86% of its assets under management (AUM) in equities
Continue to Trending Equities. Please also try Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
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