Institutional Strategies
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Larger/Smaller Type
Across strategies, a demonstrated ability to outperform over the long-term
While each of our strategies is constructed according to distinct risk-reward parameters, all have proven records of capturing market upside while limiting market downside, and are managed according to our one-team, one-process approach. To review attribution and performance information, please click on a strategy name.
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U.S. Growth Inception: 01/1991 |
U.S. all-cap growth equities Russell 3000 Growth Index AUM: $10.2 billion† |
*Net of fees 13.87%
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U.S. Large Cap Growth Inception: 01/2004 |
U.S. large-cap growth equities Russell 1000 Growth Index AUM: $58.3 million† |
*Net of fees 3.61%
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U.S. Mid Cap Growth Inception: 02/2003 |
U.S. mid-cap growth equities Russell Midcap Growth Index AUM: $470.0 million† |
*Net of fees 8.71%
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U.S. Small-Mid Cap Growth Inception: 08/2010 |
U.S. Small-Mid Cap Growth equities Russell 2500 Growth Index AUM: $36.8 million† |
*Net of fees 6.10%
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U.S. Opportunities Inception: 01/1989 |
U.S. equities, equity-sensitive securities S&P 500 Index AUM: $6.8 billion† |
*Net of fees 12.46%
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Convertible** Inception: 10/1979 |
U.S. convertibles BofA ML All U.S. Convertibles Ex Mandatory Index (V0A0)** AUM: $4.1 billion† |
*Net of fees 9.14%
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Global Convertible
Inception: 10/2001 |
Global convertibles BofA ML Global 300 Convertible Index (USD) AUM: $957.2 million† |
*Net of fees 7.50%
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International Growth Inception: 04/2005 |
Non-U.S. all-cap growth equities MSCI EAFE Growth Index AUM: $808.2 million† |
*Net of fees 8.53%
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Emerging Economies Inception: 12/2008 |
Exposure to growth in emerging economies MSCI Emerging Markets Index AUM: $320.6 million† |
*Net of fees 21.60%
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Global Growth Inception: 04/2007 |
Global all-cap growth equities MSCI World Index (USD) AUM: $205.6 million† |
*Net of fees 4.77%
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Global Opportunities Inception: 10/1996 |
Global equities, equity-sensitive securities MSCI World Index (USD) AUM: $3.0 billion† |
*Net of fees 9.19%
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High Yield Inception: 11/1999 |
U.S. high-yield fixed-income Credit Suisse High Yield Index AUM: $2.6 billion† |
*Net of fees 7.59%
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*Net of Fees **The BofA Merrill Lynch All U.S. Convertibles Ex-Mandatory Index was created in January 1988. As such, performance referenced above is shown on a comparative annual basis from this date forward. The average annual return since the inception (10/1979) of the Calamos Convertible Strategy is 10.51% net of fees (11.23% before management fees). Calamos is a registered investment adviser only in the U.S. and advisory services are not being offered directly, but may be available through select financial professionals in your local jurisdiction. †Strategy AUMs reflects all assets that are currently being managed (collectively) under each respective Calamos strategy. |
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| Composite Performance as of 12/31/2011 | |||||
| Average Annual Total Return Net returns in shaded area |
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| Calamos Strategy | Inception | 1-Year | 5-Year | 10-Year | Since Inception |
| U.S. Growth | 01/01/91 | -7.42% | 1.84% | 6.15% | 14.79% |
| -8.17% | 1.03% | 5.30% | 13.87% | ||
| U.S. Large Cap Growth | 01/01/04 | -4.85% | 1.05% | - | 4.63% |
| -5.80% | 0.06% | - | 3.61% | ||
| U.S. Mid Cap Growth | 02/01/03 | -6.27% | 3.68% | - | 9.59% |
| -6.89% | 2.89% | - | 8.71% | ||
| U.S. Small-Mid Cap Growth | 08/01/10 | -9.99% | - | - | 7.18% |
| -10.90% | - | - | 6.10% | ||
| Convertible | 10/01/79 | -3.13% | 3.82% | 5.73% | 11.23% |
| -3.57% | 3.33% | 5.22% | 10.51% | ||
| Global Convertible | 10/01/01 | -0.93% | 5.26% | 8.37% | 8.42% |
| -1.57% | 4.56% | 7.45% | 7.50% | ||
| Global Growth | 04/01/07 | -0.66% | - | - | 5.84% |
| -1.62% | - | - | 4.77% | ||
| Global Opportunities | 10/01/96 | -1.05% | 3.24% | 8.21% | 10.24% |
| -1.92% | 2.31% | 7.19% | 9.19% | ||
| High Yield | 11/01/99 | 5.50% | 6.47% | 8.66% | 8.38% |
| 4.74% | 5.69% | 7.86% | 7.59% | ||
| International Growth | 04/01/05 | -3.98% | 4.07% | - | 9.60% |
| -4.98% | 3.04% | - | 8.53% | ||
| Emerging Economies | 12/01/08 | -6.74% | - | - | 22.94% |
| -7.82% | - | - | 21.60% | ||
| U.S. Opportunities | 01/01/89 | 0.32% | 3.98% | 7.41% | 13.26% |
| -0.35% | 3.30% | 6.70% | 12.46% | ||
For a full list of our available strategies, please contact us at 877.841.0098 or email mcoughlan@calamos.com
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be lower or higher than the performance quoted. Portfolios are managed according to their respective strategies which may differ significantly in terms of security holdings, industry weightings, and asset allocation from those of the benchmark(s). Portfolio performance, characteristics and volatility may differ from the benchmark(s) shown.
Average annual total return measures net investment income and capital gain or loss from portfolio investments as an annualized average assuming reinvestment of dividends and capital gains distributions.
Returns reflect the Calamos Growth Composite, which is an actively managed Composite investing in common stocks, primarily in high-growth industries and companies. The Composite includes all fully discretionary, fee-paying accounts, including those no longer with the Firm.
Returns presented reflect the Calamos Emerging Economies Composite, which is an actively managed composite investing in a globally diversified portfolio of equity, convertible or debt securities, with at least 35% of constituent portfolio assets are invested in securities of issuers that are organized in emerging market countries. Investments in securities of developed market companies are generally limited to those companies which derive 20% or more of assets or revenues from emerging market countries. The Composite was created December 1, 2010 calculated with an inception date of December 1, 2008 and includes all fully discretionary fee paying accounts, including those no longer with the Firm.
Returns presented reflect the Calamos Mid Cap Growth Composite, which is an actively managed composite investing in common stocks, primarily in high-growth industries and companies. Ordinarily, constituent portfolios are primarily invested in equities of medium capitalization U.S. companies with market capitalizations between $1 billion and the capitalization of the largest company in the Russell Midcap Growth Index at time of purchase. The Composite includes all fully discretionary fee paying accounts, including those no longer with the Firm.
Returns presented reflect the Calamos Small-Mid Cap Growth Composite, which is an actively managed composite investing in a diversified portfolio of equity investments in small and mid-cap issuers. Ordinarily, constituent portfolios are primarily invested in equities with public stock market capitalizations within the range of the market capitalization of companies constituting the Russell 2500 Growth Index at time of purchase. Up to 25% of constituent portfolios may be invested in foreign securities. The Composite includes all fully discretionary fee paying accounts, including those no longer with the Firm.
Returns presented reflect the Calamos Large Cap Growth Composite, which is an actively managed Composite primarily investing in common and preferred stocks issued by well-established, well-known and financially viable companies. The Composite includes all fully discretionary, fee-paying accounts, including those no longer with the Firm. Accounts valued at less than $500,000 are not included.
Returns presented reflect the Calamos International Growth Composite, which is an actively managed composite primarily investing in common stocks issued by companies outside the United States. The Composite includes all fully discretionary fee paying accounts, including those no longer with the Firm. Accounts valued at less than $500,000 are not included.
Returns presented reflect the Calamos Global Opportunities Composite, which is an actively managed composite primarily investing in a globally diversified portfolio of equity, convertible and fixed-income securities, with equal emphasis on capital appreciation and current income. The Composite includes all fully discretionary fee paying accounts, including those no longer with the Firm. Accounts valued at less than $500,000 are not included.
Returns presented are based on the Calamos U.S. Opportunities Composite, which is an actively managed Composite investing in equity, convertible and high yield securities seeking long term total return through growth and current income. The Composite includes all taxable fully discretionary, fee-paying accounts, including those no longer with the Firm. Accounts valued at less than $250,000 are not included.
Returns reflect the Calamos High Yield Composite, which is an actively managed Composite investing in high yield fixed income securities, primarily with credit ratings lower than investment grade securities. The Composite includes all fully discretionary, fee-paying accounts, including those no longer with the Firm. Accounts valued at less than $500,000 are not included.
Returns presented reflect the Calamos Global Growth Composite, which is an actively managed composite primarily investing in a globally-diversified portfolio of equity securities. The Composite was created March 22, 2007 calculated with an inception date of April 1, 2007 and includes all fully discretionary, tax-exempt, fee paying accounts of $500,000 or more, including those no longer with the Firm.
Returns presented from October 1, 1979 through December 31, 1990 are based on the Calamos Convertible Composite. This is an actively managed composite investing primarily in higher-quality foreign and U.S. convertible bonds, which is comprised of fully discretionary, fee-paying, tax-exempt accounts of $250,000 or more, including those no longer with the Firm, managed by Calamos Advisors LLC. Returns presented from January 1, 1991 through the current period are based on the Calamos Institutional Convertible Composite. This is an actively managed composite investing primarily in high-quality U.S. convertible bonds, which is comprised of fully discretionary, fee paying, tax-exempt accounts of $1,000,000 or more, managed by Calamos Advisors LLC.
The Calamos Global Convertible Composite is an actively managed composite investing primarily in a globally diversified portfolio of convertible securities. The Composite includes all fully discretionary fee paying accounts, including those no longer with the Firm. Accounts valued at less than $1,000,000 are not included. The Composite was created May 15, 2008, calculated with an inception date of October 1, 2001.
Returns greater than 12 months are annualized.
Returns cited are net of commission and other similar fees charged on securities transactions and include reinvestment of net realized gains and interest.
Source: Calamos Advisors LLC and Russell/Mellon Analytical Services LLC.
Unmanaged index returns assume reinvestment of any and all distributions and do not reflect fees, expenses or sales charges. Investors cannot invest directly in an index.
Manager's fees are further described in Part II of the Adviser's Form ADV, which is available upon request.
Calamos Advisors LLC is a federally registered investment advisor. Part II of Form ADV, which provides background information about the firm and its business practices, is available upon written request to:
Calamos Advisors LLC
2020 Calamos Court
Naperville, IL 60563-2787
Attn: Compliance Officer