Calamos Short Term Bond Fund Key Fundamental Indicators
| CSTIX Fund | USD 9.62 0.00 0.00% |
As of the 4th of February, Calamos Short-term shows the Mean Deviation of 0.0686, risk adjusted performance of 0.0404, and Coefficient Of Variation of 724.49. Calamos Short Term technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Calamos Short-term's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Calamos Short-term's valuation are provided below:Calamos Short Term Bond does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Calamos |
Calamos Short-term 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Calamos Short-term's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Calamos Short-term.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Calamos Short-term on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Short Term Bond or generate 0.0% return on investment in Calamos Short-term over 90 days. Calamos Short-term is related to or competes with Franklin Real, T Rowe, Davis Real, Great-west Real, Prudential Real, and Nexpoint Real. The fund normally invests at least 80 percent of its net assets in a broad range of debt securities that have a dollar weighted average portfolio duration of three years or less. More
Calamos Short-term Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Calamos Short-term's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Calamos Short Term Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1194 | |||
| Information Ratio | (0.37) | |||
| Maximum Drawdown | 0.5253 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1048 |
Calamos Short-term Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Short-term's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Short-term's standard deviation. In reality, there are many statistical measures that can use Calamos Short-term historical prices to predict the future Calamos Short-term's volatility.| Risk Adjusted Performance | 0.0404 | |||
| Jensen Alpha | 0.0039 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.32) | |||
| Treynor Ratio | 0.4383 |
Calamos Short-term February 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0404 | |||
| Market Risk Adjusted Performance | 0.4483 | |||
| Mean Deviation | 0.0686 | |||
| Downside Deviation | 0.1194 | |||
| Coefficient Of Variation | 724.49 | |||
| Standard Deviation | 0.1036 | |||
| Variance | 0.0107 | |||
| Information Ratio | (0.37) | |||
| Jensen Alpha | 0.0039 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.32) | |||
| Treynor Ratio | 0.4383 | |||
| Maximum Drawdown | 0.5253 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1048 | |||
| Downside Variance | 0.0143 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.15) | |||
| Skewness | 1.39 | |||
| Kurtosis | 4.07 |
Calamos Short Term Backtested Returns
At this stage we consider Calamos Mutual Fund to be very steady. Calamos Short Term secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Calamos Short Term Bond, which you can use to evaluate the volatility of the entity. Please confirm Calamos Short-term's Risk Adjusted Performance of 0.0404, mean deviation of 0.0686, and Coefficient Of Variation of 724.49 to double-check if the risk estimate we provide is consistent with the expected return of 0.0122%. The fund shows a Beta (market volatility) of 0.0098, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calamos Short-term's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Short-term is expected to be smaller as well.
Auto-correlation | 0.16 |
Very weak predictability
Calamos Short Term Bond has very weak predictability. Overlapping area represents the amount of predictability between Calamos Short-term time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Calamos Short Term price movement. The serial correlation of 0.16 indicates that over 16.0% of current Calamos Short-term price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Although Three Year Fund Return indicator can give a sense of overall fund mid-term potential, it is recommended to compare fund performances against other similar funds, ETFs, or market benchmarks for the same 3 year interval.
| Competition |
Based on the latest financial disclosure, Calamos Short Term Bond has a Three Year Return of 5.2678%. This is much higher than that of the Calamos family and significantly higher than that of the Short-Term Bond category. The three year return for all United States funds is notably lower than that of the firm.
Calamos Short Term Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Calamos Short-term's current stock value. Our valuation model uses many indicators to compare Calamos Short-term value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Calamos Short-term competition to find correlations between indicators driving Calamos Short-term's intrinsic value. More Info.Calamos Short Term Bond is the top fund in annual yield among similar funds. It also is the top fund in year to date return among similar funds creating about 4.19 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Calamos Short-term's earnings, one of the primary drivers of an investment's value.Calamos Three Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Calamos Short-term's direct or indirect competition against its Three Year Return to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Calamos Short-term could also be used in its relative valuation, which is a method of valuing Calamos Short-term by comparing valuation metrics of similar companies.Calamos Short is currently under evaluation in three year return among similar funds.
Calamos Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Calamos Short-term's current stock value. Our valuation model uses many indicators to compare Calamos Short-term value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Calamos Short-term competition to find correlations between indicators driving Calamos Short-term's intrinsic value. More Info.Calamos Short Term Bond is the top fund in annual yield among similar funds. It also is the top fund in year to date return among similar funds creating about 4.19 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Calamos Short-term's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Calamos Short-term
The fund consists of 92.42% investments in fixed income securities, with the rest of funds allocated in cash and various exotic instruments.Asset allocation divides Calamos Short-term's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Calamos Fundamentals
| Total Asset | 382.37 M | |||
| Annual Yield | 0.05 % | |||
| Year To Date Return | 0.19 % | |||
| One Year Return | 6.12 % | |||
| Three Year Return | 5.27 % | |||
| Five Year Return | 2.67 % | |||
| Net Asset | 189.99 M | |||
| Minimum Initial Investment | 1000 K | |||
| Last Dividend Paid | 0.01 | |||
| Cash Position Weight | 4.10 % | |||
| Bond Positions Weight | 92.42 % |
About Calamos Short-term Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Calamos Short Term Bond's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Calamos Short-term using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Calamos Short Term Bond based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund normally invests at least 80 percent of its net assets in a broad range of debt securities that have a dollar weighted average portfolio duration of three years or less.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Calamos Mutual Fund
Calamos Short-term 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 Short-term security.
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