Calamos Longshort Fund Market Value
| CRLSX Fund | USD 11.13 0.04 0.36% |
| Symbol | Calamos |
Calamos Long/short '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 Long/short'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 Long/short.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Calamos Long/short on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Longshort Fund or generate 0.0% return on investment in Calamos Long/short over 90 days. Calamos Long/short is related to or competes with Dreyfus Large, Aqr Large, Dunham Large, Aqr Large, Fidelity Large, Vest Us, and Siit Large. The fund seeks to achieve it investment objective by taking long and short positions in equity securities primarily of l... More
Calamos Long/short 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 Long/short'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 Longshort Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6729 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.99 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 1.57 |
Calamos Long/short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Long/short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Long/short's standard deviation. In reality, there are many statistical measures that can use Calamos Long/short historical prices to predict the future Calamos Long/short's volatility.| Risk Adjusted Performance | 0.2197 | |||
| Jensen Alpha | 0.0826 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.4205 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos Long/short's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Calamos Long/short Backtested Returns
Calamos Long/short appears to be very steady, given 3 months investment horizon. Calamos Long/short secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the fund had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calamos Longshort Fund, which you can use to evaluate the volatility of the entity. Please makes use of Calamos Long/short's Mean Deviation of 0.5299, downside deviation of 0.6729, and Risk Adjusted Performance of 0.2197 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calamos Long/short's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Long/short is expected to be smaller as well.
Auto-correlation | 0.77 |
Good predictability
Calamos Longshort Fund has good predictability. Overlapping area represents the amount of predictability between Calamos Long/short time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th of July 2025. 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 Long/short price movement. The serial correlation of 0.77 indicates that around 77.0% of current Calamos Long/short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Calamos Long/short lagged returns against current returns
Autocorrelation, which is Calamos Long/short mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Calamos Long/short's mutual fund expected returns. We can calculate the autocorrelation of Calamos Long/short returns to help us make a trade decision. For example, suppose you find that Calamos Long/short has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Calamos Long/short regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Calamos Long/short mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calamos Long/short mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calamos Long/short mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Calamos Long/short Lagged Returns
When evaluating Calamos Long/short's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calamos Long/short mutual fund have on its future price. Calamos Long/short autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Calamos Long/short autocorrelation shows the relationship between Calamos Long/short mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Calamos Longshort Fund.
Regressed Prices |
| Timeline |
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Other Information on Investing in Calamos Mutual Fund
Calamos Long/short 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 Long/short security.
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