| CPZ Stock | | | USD 15.55 0.16 1.04% |
Calamos LongShort market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Calamos LongShort Equity or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Calamos LongShort Equity has current Market Risk Adjusted Performance of 0.1023.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1023 | |
| ER[a] | = | Expected return on investing in Calamos LongShort |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Calamos LongShort Market Risk Adjusted Performance Peers Comparison
Calamos Market Risk Adjusted Performance Relative To Other Indicators
Calamos LongShort Equity is rated
below average in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
33.63 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Calamos LongShort Equity is roughly
33.63
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