Try Our Prebuilt Portfolio Analytics Comparisons
August 11, 2022
Did you know that you can run comparisons of thousands of mutual funds and exchange-traded funds (ETFs) using the Zephyr OnDEMAND capability available in the Investment Professionals section of Calamos.com? The tool can be used to create reports on performance and risk analysis, peer group analysis, style attribution and more.
And, when you’re in our house analyzing our funds, we make it easy for you with our prebuilt analyses of some of the most common comparisons: Calamos Market Neutral Income Fund (CMNIX), Calamos Convertible Fund (CICVX), Calamos Growth and Income Fund (CGIIX) and Calamos Phineus Long/Short Fund (CPLIX) vs. market indexes and Morningstar categories.
Register or log in to the site and you’ll find prepared Portfolio Analytics Comparisons including:
- Performance and risk-adjusted return metrics
- Scenario analysis including:
- Market cycles
- Rising interest rate environments
- Equity drawdowns >5%
- 2020 sell off and recovery
- Calendar and trailing annualized returns
- Risk-reward and other risk reports, including market capture and drawdown data
Several prebuilt Portfolio Analytics Comparisons of Calamos funds are available.
Reports are available for the following, with more in the works:
- CGIIX, CICVX and CMNIX vs. the S&P 500 Index and Bloomberg US Aggregate Bond Index
- The CMNIX/CPLIX Blend we call the Half Caff (see this post)
- A CICVX/CMNIX Blend vs. Fixed Income Categories
- CICVX vs. Fixed Income Categories
- CMNIX vs. Fixed Income Categories
- CMNIX vs. Short Duration Categories
Updated monthly, these comparisons are the fine work of our Product Analytics team. To engage them for a more customized analysis of funds you’re considering, reach out to your Calamos Investment Consultant at 888-571-2567 or caminfo@calamos.com.
Before investing, carefully consider the fund’s investment objectives, risks, charges and expenses. Please see the prospectus and summary prospectus containing this and other information which can be obtained by calling 1-866-363-9219. Read it carefully before investing.
The principal risks of investing in the Calamos Market Neutral Income Fund include: equity securities risk consisting of market prices declining in general, convertible securities risk consisting of the potential for a decline in value during periods of rising interest rates and the risk of the borrower to miss payments, synthetic convertible instruments risk, convertible hedging risk, covered call writing risk, options risk, short sale risk, interest rate risk, credit risk, high yield risk, liquidity risk, portfolio selection risk, and portfolio turnover risk.
The principal risks of investing in the Calamos Convertible Fund include: convertible-securities risk consisting of the potential for a decline in value during periods of rising interest rates and the risk of the borrower to miss payments, synthetic-convertible-instruments risk consisting of fluctuations inconsistent with a convertible security and the risk of components expiring worthless, foreign-securities risk, equity-securities risk, interest-rate risk, credit risk, high-yield risk, portfolio-selection risk and liquidity risk. As a result of political or economic instability in foreign countries, there can be special risks associated with investing in foreign securities, including fluctuations in currency exchange rates, increased price volatility and difficulty obtaining information. In addition, emerging markets may present additional risk due to potential for greater economic and political instability in less developed countries.
The principal risks of investing in the Calamos Growth and Income Fund include: convertible securities risk consisting of the potential for a decline in value during periods of rising interest rates and the risk of the borrower to miss payments, synthetic convertible instruments risk consisting of fluctuations inconsistent with a convertible security and the risk of components expiring worthless, equity securities risk, growth stock risk, small and mid-sized company risk, interest rate risk, credit risk, liquidity risk, high yield risk, forward foreign currency contract risk and portfolio selection risk.
The principal risks of investing in the Calamos Phineus Long/Short Fund include: equity securities risk consisting of market prices declining in general, short sale risk consisting of potential for unlimited losses, foreign securities risk, currency risk, geographic concentration risk, other investment companies (including ETFs) risk, derivatives risk, options risk, and leverage risk. As a result of political or economic instability in foreign countries, there can be special risks associated with investing in foreign securities, including fluctuations in currency exchange rates, increased price volatility and difficulty obtaining information. In addition, emerging markets may present additional risk due to potential for greater economic and political instability in less developed countries.
S&P 500 Index is generally considered representative of the US stock market.
Bloomberg US Aggregate Bond Index is a broad-based flagship benchmark that measures the investment grade, US dollar-denominated, fixed-rate taxable bond market. The index includes Treasuries, government related and corporate securities, MBS (agency fixed-rate and hybrid ARM pass-throughs), ABS and CMBS (agency and non-agency).
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Archived material may contain dated performance, risk and other information. Current performance may be lower or higher than the performance quoted in the archived material. For the most recent month-end fund performance information visit www.calamos.com. Archived material may contain dated opinions and estimates based on our judgment and are subject to change without notice, as are statements of financial market trends, which are based on current market conditions at the time of publishing. We believed the information provided here was reliable, but do not warrant its accuracy or completeness. This material is not intended as an offer or solicitation for the purchase or sale of any financial instrument. The views and strategies described may not be suitable for all investors. This material has been prepared for informational purposes only, and is not intended to provide, and should not be relied on for, accounting, legal or tax advice. References to future returns are not promises or even estimates of actual returns a client portfolio may achieve. Any forecasts contained herein are for illustrative purposes only and are not to be relied upon as advice or interpreted as a recommendation.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be lower or higher than the performance quoted. The principal value and return of an investment will fluctuate so that your shares, when redeemed, may be worth more or less than their original cost. Performance reflected at NAV does not include the Fund’s maximum front-end sales load. Had it been included, the Fund’s return would have been lower.
Archived material may contain dated performance, risk and other information. Current performance may be lower or higher than the performance quoted in the archived material. For the most recent month-end fund performance information visit www.calamos.com. Archived material may contain dated opinions and estimates based on our judgment and are subject to change without notice, as are statements of financial market trends, which are based on current market conditions at the time of publishing. We believed the information provided here was reliable, but do not warrant its accuracy or completeness. This material is not intended as an offer or solicitation for the purchase or sale of any financial instrument. The views and strategies described may not be suitable for all investors. This material has been prepared for informational purposes only, and is not intended to provide, and should not be relied on for, accounting, legal or tax advice. References to future returns are not promises or even estimates of actual returns a client portfolio may achieve. Any forecasts contained herein are for illustrative purposes only and are not to be relied upon as advice or interpreted as a recommendation.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be lower or higher than the performance quoted. The principal value and return of an investment will fluctuate so that your shares, when redeemed, may be worth more or less than their original cost. Performance reflected at NAV does not include the Fund’s maximum front-end sales load. Had it been included, the Fund’s return would have been lower.
Archived on August 11, 2023