Absolute return across a global equity universe.
Inception Date: | 6/01/02 |
---|---|
Benchmark: | MSCI World Index |
Name | Long | Short |
---|---|---|
Number of Holdings | 41 | 18 |
Equity Exposure | 99.5 | -33.8 |
Median Market Cap | 51.5 | 34.9 |
Weighted Avg. Market Cap | 184.1 | 293.7 |
Name | Delta Adjusted Basis % |
---|---|
Total Long Exposure | 99.2% |
Total Short Exposure | -33.5% |
Total Gross Exposure | 132.7% |
Total Net Exposure | 65.6% |
Sector | Delta Adjusted Basis % |
---|---|
Industrials | 37.2% |
Financials | 18.8% |
Information Technology | 14.4% |
Communication Services | 9.2% |
Health Care | 8.5% |
Consumer Staples | 3.5% |
Consumer Discretionary | 2.2% |
Materials | 1.1% |
Energy | 0.0% |
Real Estate | 0.0% |
Utilities | 0.0% |
Other | -29.1% |
Region | Delta Adjusted Basis % |
---|---|
North America | 57.9% |
Europe | 7.7% |
Asia/Pacific | 0.0% |
Caribbean | 0.0% |
Emerging Markets | 0.0% |
Latin America | 0.0% |
Middle East/Africa | 0.0% |
Market CAP Range | Delta Adjusted Basis % |
---|---|
<=$0.10bil | 0.0% |
>$0.10bil<=$5bil | 0.0% |
>$5bil<=$30bil | 22.3% |
>$30bil<=$200bil | 45.5% |
>$200bil | -2.1% |
The results portrayed on this page are for the Phineus Long/Short Strategy and as such only relate to the representative portfolio shown. Representative holdings and portfolio characteristics are specific only to the portfolio shown at that point in time. Other portfolios will vary in composition, characteristics, and will experienced different investment results. The representative portfolio shown has been selected by the advisor based on account characteristics that the advisor feels accurately represents the investment strategy as a whole.
Returns and Risk/Reward statistics presented reflect the Calamos Phineus Long/Short Composite which is an actively managed composite primarily investing in long and short positions of global publicly listed equity securities. The Composite was created September 30, 2015 calculated with an inception date of June 1, 2002 and includes all fully discretionary fee paying accounts, including those no longer with the Firm. On October 1, 2015 Calamos acquired Phineus Partners, LP which has managed the strategy since its inception in 2002.
Unmanaged index returns assume reinvestment of any and all distributions and, unlike fund returns, do not reflect fees, expenses or sales charges. Investors cannot invest directly in an index.
The MSCI World Index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of developed markets.
S&P 500 Index-Is generally considered representative of the U.S. stock market.
The information provided in this page should not be considered a recommendation to purchase or sell any particular security. There is no assurance that any securities discussed herein will remain in an account's portfolio at the time you receive this report or that securities sold have not been repurchased. The securities discussed do not represent an account's entire portfolio and in the aggregate may represent only a small percentage of an account's portfolio holdings. Ten Largest Holdings exclude any government/sovereign bonds or broad-based index hedging securities the portfolio may hold.
"Other" may include securities that don't have a sector classification such as options, ETFs, or Treasurys.
Delta Adjusted estimates the sensitivity of options values to changes in price of the underlying securities. Please note that calculating option positions on a market value basis does not reflect the potential exposure to the underlying securities, which may be larger on a notional basis.
It should not be assumed that any of the securities transactions or holdings discussed were or will prove to be profitable, or that the investment recommendations or decisions we make in the future will be profitable or will equal the investment performance of the securities discussed herein.
Fees include the investment advisory fee charge by Calamos Advisors LLC. Returns greater than 12 months are annualized. Chart Data Sources: BNY Mellon Analytical Services LLC and Calamos Advisors LLC.
The information provided in this page should not be considered a recommendation to purchase or sell any particular security. There is no assurance that any securities discussed herein will remain in an account's portfolio at the time you receive this report or that securities sold have not been repurchased. The securities discussed do not represent an account's entire portfolio and in the aggregate may represent only a small percentage of an account's portfolio holdings. Ten Largest Holdings exclude any government/sovereign bonds or broad-based index hedging securities the portfolio may hold.
It should not be assumed that any of the securities transactions or holdings discussed were or will prove to be profitable, or that the investment recommendations or decisions we make in the future will be profitable or will equal the investment performance of the securities discussed herein.
Exposure is calculated using the market value of the equities and options in the portfolio. Please note that calculating option positions on a market value basis does not reflect the potential exposure to the underlying security which may be larger on a notional basis.
Fees include the investment advisory fee charge by Calamos Advisors LLC. Returns greater than 12 months are annualized. Chart Data Sources: BNY Mellon Analytical Services LLC and Calamos Advisors LLC.
Name | 1-Year | 3-Year | 5-Year | 10-Year | 15-Year | Since Inception (6/02) |
---|---|---|---|---|---|---|
Phineus Long/Short (Gross) | 22.86% | 7.57% | 9.79% | 8.27% | 12.43% | 12.89% |
Phineus Long/Short (Net) | 21.37% | 6.25% | 8.42% | 6.79% | 10.86% | 11.30% |
MSCI World Index | 16.49% | 11.15% | 12.82% | 10.48% | 7.93% | 8.30% |
S&P 500 Index | 18.40% | 14.18% | 15.22% | 13.88% | 9.88% | 9.18% |
Name | Qtr ending Dec 20 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 6/1/02 - 12/31/02 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Phineus Long/Short (Gross) | 25.39% | 22.86% | 5.84% | -4.26% | 11.08% | 15.37% | 6.80% | 2.26% | 22.26% | 9.45% | -5.06% | 10.25% | 76.38% | -16.39% | 30.28% | 23.72% | 18.96% | 8.98% | 30.75% | -2.97% |
Phineus Long/Short (Net) | 25.03% | 21.37% | 4.53% | -5.45% | 9.72% | 13.84% | 5.22% | 0.74% | 20.47% | 7.83% | -6.48% | 8.62% | 73.86% | -17.66% | 28.38% | 21.91% | 17.22% | 7.37% | 28.85% | -3.82% |
MSCI World Index | 14.07% | 16.49% | 28.40% | -8.20% | 23.07% | 8.15% | -0.32% | 5.50% | 27.37% | 16.54% | -5.01% | 12.34% | 30.79% | -40.33% | 9.57% | 20.65% | 10.02% | 15.25% | 33.76% | -17.29% |
S&P 500 Index | 12.15% | 18.40% | 31.49% | -4.39% | 21.83% | 11.96% | 1.38% | 13.69% | 32.38% | 16.00% | 2.11% | 15.07% | 26.46% | -36.99% | 5.50% | 15.80% | 4.91% | 10.88% | 28.68% | -16.69% |
Date | Long | Short |
---|---|---|
6/30/02 | 51.3 | -22.0 |
7/31/02 | 18.7 | -16.7 |
8/31/02 | 10.4 | -10.8 |
9/30/02 | 4.1 | -10.8 |
10/31/02 | 28.6 | 0.0 |
11/30/02 | 32.9 | -10.0 |
12/31/02 | 26.5 | -24.0 |
1/31/03 | 24.1 | 0.0 |
2/28/03 | 34.3 | 0.0 |
3/31/03 | 28.5 | -2.2 |
4/30/03 | 40.4 | 0.0 |
5/31/03 | 41.1 | -30.3 |
6/30/03 | 46.1 | -40.1 |
7/31/03 | 64.2 | -30.3 |
8/31/03 | 62.7 | -29.7 |
9/30/03 | 46.5 | -35.0 |
10/31/03 | 45.0 | -35.9 |
11/30/03 | 63.3 | -41.3 |
12/31/03 | 70.4 | -49.6 |
1/31/04 | 50.5 | -43.7 |
2/29/04 | 46.9 | -32.7 |
3/31/04 | 52.1 | -34.0 |
4/30/04 | 44.5 | -32.5 |
5/31/04 | 42.6 | -25.3 |
6/30/04 | 43.2 | -17.9 |
7/31/04 | 25.7 | -1.0 |
8/31/04 | 40.5 | -7.5 |
9/30/04 | 44.7 | -19.8 |
10/31/04 | 55.0 | -19.0 |
11/30/04 | 50.3 | -31.3 |
12/31/04 | 53.4 | -55.9 |
1/31/05 | 41.9 | -26.7 |
2/28/05 | 59.0 | -24.2 |
3/31/05 | 51.1 | -17.9 |
4/30/05 | 60.1 | -12.0 |
5/31/05 | 56.6 | -18.5 |
6/30/05 | 54.7 | -20.5 |
7/31/05 | 47.5 | -33.4 |
8/31/05 | 54.3 | -25.9 |
9/30/05 | 61.5 | -36.3 |
10/31/05 | 53.4 | -44.8 |
11/30/05 | 52.3 | -46.3 |
12/31/05 | 48.9 | -40.0 |
1/31/06 | 68.6 | -45.6 |
2/28/06 | 58.4 | -58.6 |
3/31/06 | 67.5 | -64.1 |
4/30/06 | 50.2 | -45.0 |
5/31/06 | 71.2 | -40.5 |
6/30/06 | 92.1 | -45.9 |
7/31/06 | 93.8 | -37.3 |
8/31/06 | 82.1 | -42.3 |
9/30/06 | 67.6 | -58.3 |
10/31/06 | 66.2 | -56.9 |
11/30/06 | 70.7 | -74.9 |
12/31/06 | 78.8 | -87.7 |
1/31/07 | 47.8 | -53.3 |
2/28/07 | 49.4 | -35.0 |
3/31/07 | 62.5 | -57.2 |
4/30/07 | 77.6 | -66.0 |
5/31/07 | 92.2 | -94.7 |
6/30/07 | 99.6 | -98.8 |
7/31/07 | 94.6 | -91.9 |
8/31/07 | 101.6 | -71.7 |
9/30/07 | 94.2 | -69.6 |
10/31/07 | 70.3 | -83.8 |
11/30/07 | 43.3 | -31.1 |
12/31/07 | 39.6 | -33.3 |
1/31/08 | 46.5 | -20.5 |
2/29/08 | 49.7 | -18.4 |
3/31/08 | 45.1 | -22.7 |
4/30/08 | 73.2 | -25.0 |
5/31/08 | 74.0 | -28.0 |
6/30/08 | 57.2 | -25.8 |
7/31/08 | 58.6 | -25.5 |
8/31/08 | 59.3 | -24.0 |
9/30/08 | 71.0 | -34.0 |
10/31/08 | 70.7 | -26.6 |
11/30/08 | 101.0 | -18.6 |
12/31/08 | 96.1 | -16.0 |
1/31/09 | 101.4 | -20.4 |
2/28/09 | 102.2 | -20.5 |
3/31/09 | 111.7 | -17.4 |
4/30/09 | 109.0 | -19.1 |
5/31/09 | 119.6 | -13.0 |
6/30/09 | 82.8 | -11.1 |
7/31/09 | 83.5 | -11.8 |
8/31/09 | 68.8 | -14.1 |
9/30/09 | 54.4 | -28.9 |
10/31/09 | 59.1 | -46.7 |
11/30/09 | 76.7 | -45.4 |
12/31/09 | 69.1 | -33.4 |
1/31/10 | 75.8 | -26.2 |
2/28/10 | 65.7 | -18.6 |
3/31/10 | 76.3 | -18.6 |
4/30/10 | 80.6 | -13.6 |
5/31/10 | 60.1 | -12.4 |
6/30/10 | 58.8 | -14.7 |
7/31/10 | 70.4 | -14.7 |
8/31/10 | 75.2 | -37.0 |
9/30/10 | 81.3 | -23.1 |
10/31/10 | 71.3 | -23.3 |
11/30/10 | 78.7 | -30.9 |
12/31/10 | 79.3 | -30.9 |
1/31/11 | 83.6 | -32.3 |
2/28/11 | 73.9 | -70.4 |
3/31/11 | 66.8 | -72.0 |
4/30/11 | 73.7 | -77.1 |
5/31/11 | 85.9 | -66.6 |
6/30/11 | 82.6 | -70.9 |
7/31/11 | 81.3 | -53.4 |
8/31/11 | 77.8 | -62.4 |
9/30/11 | 70.2 | -39.4 |
10/31/11 | 70.1 | -41.6 |
11/30/11 | 79.2 | -37.2 |
12/31/11 | 90.2 | -62.8 |
1/31/12 | 66.1 | -47.1 |
2/29/12 | 80.6 | -82.3 |
3/31/12 | 93.4 | -62.2 |
4/30/12 | 79.7 | -73.4 |
5/31/12 | 71.6 | -119.1 |
6/30/12 | 77.4 | -92.3 |
7/31/12 | 80.7 | -82.1 |
8/31/12 | 94.7 | -87.7 |
9/30/12 | 98.3 | -106.5 |
10/31/12 | 98.1 | -85.7 |
11/30/12 | 95.8 | -69.6 |
12/31/12 | 70.5 | -74.3 |
1/31/13 | 75.2 | -8.9 |
2/28/13 | 76.7 | -121.3 |
3/31/13 | 74.2 | -78.5 |
4/30/13 | 64.3 | -78.6 |
5/31/13 | 76.7 | -8.6 |
6/30/13 | 36.9 | -17.7 |
7/31/13 | 45.0 | -112.4 |
8/31/13 | 40.6 | -129.5 |
9/30/13 | 56.6 | -99.3 |
10/31/13 | 50.3 | -42.3 |
11/30/13 | 56.6 | -34.2 |
12/31/13 | 57.2 | -61.9 |
1/31/14 | 43.6 | -62.4 |
2/28/14 | 56.3 | -66.7 |
3/31/14 | 71.5 | -66.1 |
4/30/14 | 55.8 | -70.6 |
5/31/14 | 56.5 | -62.4 |
6/30/14 | 64.9 | -43.4 |
7/31/14 | 57.1 | -51.3 |
8/31/14 | 62.7 | -79.1 |
9/30/14 | 62.2 | -59.5 |
10/31/14 | 98.0 | -31.7 |
11/30/14 | 122.8 | -30.6 |
12/31/14 | 110.3 | -42.8 |
1/31/15 | 146.1 | -94.5 |
2/28/15 | 107.0 | -69.6 |
3/31/15 | 100.2 | -31.1 |
4/30/15 | 81.4 | -30.9 |
5/31/15 | 74.8 | -120.2 |
6/30/15 | 96.3 | -70.2 |
7/31/15 | 103.8 | -87.5 |
8/31/15 | 92.5 | -70.8 |
9/30/15 | 114.2 | -73.2 |
10/31/15 | 81.6 | -50.5 |
11/30/15 | 81.3 | -59.7 |
12/31/15 | 94.8 | -41.4 |
1/31/16 | 96.2 | -88.4 |
2/29/16 | 101.7 | -40.4 |
3/31/16 | 98.9 | -56.1 |
4/30/16 | 82.5 | -46.6 |
5/31/16 | 86.2 | -43.5 |
6/30/16 | 85.3 | -51.4 |
7/31/16 | 96.0 | -65.6 |
8/31/16 | 96.9 | -59.9 |
9/30/16 | 93.3 | -40.4 |
10/31/16 | 89.8 | -43.0 |
11/30/16 | 94.0 | -46.7 |
12/31/16 | 94.8 | -52.8 |
1/31/17 | 93.1 | -61.0 |
2/28/17 | 92.5 | -49.1 |
3/31/17 | 93.0 | -48.9 |
4/30/17 | 87.8 | -42.7 |
5/31/17 | 101.5 | -50.5 |
6/30/17 | 88.9 | -52.7 |
7/31/17 | 93.2 | -71.9 |
8/31/17 | 100.5 | -59.2 |
9/30/17 | 95.6 | -64.1 |
10/31/17 | 90.8 | -62.7 |
11/30/17 | 90.6 | -64.2 |
12/31/17 | 84.4 | -62.5 |
1/31/18 | 89.5 | -57.6 |
2/28/18 | 87.1 | -52.9 |
3/31/18 | 81.1 | -49.1 |
4/30/18 | 85.2 | -54.4 |
5/31/18 | 82.9 | -36.7 |
6/30/18 | 84.5 | -35.9 |
7/31/18 | 87.7 | -44.2 |
8/31/18 | 86.7 | -42.7 |
9/30/18 | 91.3 | -43.5 |
10/31/18 | 92.9 | -33.8 |
11/30/18 | 91.5 | -32.7 |
12/31/18 | 96.3 | -47.9 |
1/31/19 | 92.9 | -51.1 |
2/28/19 | 95.0 | -95.3 |
3/31/19 | 88.8 | -84.6 |
4/30/19 | 91.9 | -90.3 |
5/31/19 | 93.0 | -84.0 |
6/30/19 | 96.9 | -90.3 |
7/31/19 | 97.4 | -93.0 |
8/31/19 | 101.1 | -97.6 |
9/30/19 | 97.7 | -89.2 |
10/31/19 | 93.7 | -89.3 |
11/30/19 | 102.1 | -57.7 |
12/31/19 | 97.8 | -63.0 |
1/31/20 | 83.9 | -94.1 |
2/29/20 | 102.1 | -103.6 |
3/31/20 | 107.4 | -81.5 |
4/30/20 | 102.3 | -72.5 |
5/31/20 | 103.2 | -60.8 |
6/30/20 | 102.0 | -56.7 |
7/31/20 | 100.9 | -66.0 |
8/31/20 | 102.8 | -62.2 |
9/30/20 | 100.8 | -59.4 |
10/31/20 | 105.8 | -43.7 |
11/30/20 | 100.1 | -36.2 |
12/31/20 | 99.5 | -33.8 |
Date | Net | Gross |
---|---|---|
6/30/02 | 29.3 | 73.2 |
7/31/02 | 2.0 | 35.3 |
8/31/02 | -0.4 | 21.1 |
9/30/02 | -6.7 | 14.8 |
10/31/02 | 28.6 | 28.6 |
11/30/02 | 22.9 | 42.9 |
12/31/02 | 2.5 | 50.5 |
1/31/03 | 24.1 | 24.1 |
2/28/03 | 34.3 | 34.3 |
3/31/03 | 26.4 | 30.7 |
4/30/03 | 40.4 | 40.4 |
5/31/03 | 10.8 | 71.4 |
6/30/03 | 6.0 | 86.2 |
7/31/03 | 33.9 | 94.5 |
8/31/03 | 32.9 | 92.4 |
9/30/03 | 11.5 | 81.5 |
10/31/03 | 9.1 | 80.9 |
11/30/03 | 22.0 | 104.5 |
12/31/03 | 20.8 | 120.0 |
1/31/04 | 6.9 | 94.2 |
2/29/04 | 14.2 | 79.7 |
3/31/04 | 18.1 | 86.0 |
4/30/04 | 12.0 | 76.9 |
5/31/04 | 17.3 | 68.0 |
6/30/04 | 25.3 | 61.1 |
7/31/04 | 24.7 | 26.8 |
8/31/04 | 33.0 | 48.0 |
9/30/04 | 24.9 | 64.5 |
10/31/04 | 36.0 | 74.0 |
11/30/04 | 19.0 | 81.7 |
12/31/04 | -2.4 | 109.3 |
1/31/05 | 15.2 | 68.6 |
2/28/05 | 34.8 | 83.2 |
3/31/05 | 33.2 | 69.1 |
4/30/05 | 48.0 | 72.1 |
5/31/05 | 38.1 | 75.1 |
6/30/05 | 34.2 | 75.2 |
7/31/05 | 14.2 | 80.9 |
8/31/05 | 28.4 | 80.2 |
9/30/05 | 25.2 | 97.8 |
10/31/05 | 8.6 | 98.1 |
11/30/05 | 6.1 | 98.6 |
12/31/05 | 8.9 | 88.9 |
1/31/06 | 23.0 | 114.2 |
2/28/06 | -0.2 | 117.1 |
3/31/06 | 3.4 | 131.6 |
4/30/06 | 5.1 | 95.2 |
5/31/06 | 30.6 | 111.7 |
6/30/06 | 46.2 | 138.0 |
7/31/06 | 56.6 | 131.1 |
8/31/06 | 39.8 | 124.4 |
9/30/06 | 9.3 | 126.0 |
10/31/06 | 9.3 | 123.1 |
11/30/06 | -4.2 | 145.6 |
12/31/06 | -8.9 | 166.5 |
1/31/07 | -5.4 | 101.1 |
2/28/07 | 14.4 | 84.3 |
3/31/07 | 5.3 | 119.6 |
4/30/07 | 11.6 | 143.6 |
5/31/07 | -2.5 | 186.9 |
6/30/07 | 0.8 | 198.4 |
7/31/07 | 2.7 | 186.5 |
8/31/07 | 29.9 | 173.4 |
9/30/07 | 24.5 | 163.8 |
10/31/07 | -13.5 | 154.2 |
11/30/07 | 12.2 | 74.4 |
12/31/07 | 6.3 | 72.8 |
1/31/08 | 26.1 | 67.0 |
2/29/08 | 31.3 | 68.1 |
3/31/08 | 22.4 | 67.8 |
4/30/08 | 48.1 | 98.2 |
5/31/08 | 46.0 | 102.1 |
6/30/08 | 31.4 | 83.0 |
7/31/08 | 33.1 | 84.2 |
8/31/08 | 35.3 | 83.4 |
9/30/08 | 37.0 | 105.0 |
10/31/08 | 44.1 | 97.3 |
11/30/08 | 82.5 | 119.6 |
12/31/08 | 80.1 | 112.2 |
1/31/09 | 81.0 | 121.8 |
2/28/09 | 81.7 | 122.7 |
3/31/09 | 94.3 | 129.1 |
4/30/09 | 89.9 | 128.1 |
5/31/09 | 106.6 | 132.7 |
6/30/09 | 71.6 | 93.9 |
7/31/09 | 71.7 | 95.3 |
8/31/09 | 54.7 | 82.9 |
9/30/09 | 25.5 | 83.3 |
10/31/09 | 12.4 | 105.8 |
11/30/09 | 31.3 | 122.1 |
12/31/09 | 35.7 | 102.4 |
1/31/10 | 49.6 | 102.0 |
2/28/10 | 47.1 | 84.3 |
3/31/10 | 57.7 | 94.9 |
4/30/10 | 67.0 | 94.3 |
5/31/10 | 47.8 | 72.5 |
6/30/10 | 44.1 | 73.5 |
7/31/10 | 55.7 | 85.0 |
8/31/10 | 38.2 | 112.2 |
9/30/10 | 58.3 | 104.4 |
10/31/10 | 48.0 | 94.7 |
11/30/10 | 47.8 | 109.6 |
12/31/10 | 48.4 | 110.2 |
1/31/11 | 51.3 | 115.9 |
2/28/11 | 3.4 | 144.3 |
3/31/11 | -5.3 | 138.8 |
4/30/11 | -3.4 | 150.9 |
5/31/11 | 19.3 | 152.5 |
6/30/11 | 11.7 | 153.5 |
7/31/11 | 27.8 | 134.7 |
8/31/11 | 15.4 | 140.3 |
9/30/11 | 30.8 | 109.6 |
10/31/11 | 28.6 | 111.7 |
11/30/11 | 42.0 | 116.4 |
12/31/11 | 27.4 | 152.9 |
1/31/12 | 18.9 | 113.2 |
2/29/12 | -1.7 | 162.9 |
3/31/12 | 31.2 | 155.6 |
4/30/12 | 6.3 | 153.0 |
5/31/12 | -47.6 | 190.7 |
6/30/12 | -15.0 | 169.7 |
7/31/12 | -1.4 | 162.8 |
8/31/12 | 7.0 | 182.4 |
9/30/12 | -8.2 | 204.8 |
10/31/12 | 12.4 | 183.8 |
11/30/12 | 26.2 | 165.4 |
12/31/12 | -3.8 | 144.8 |
1/31/13 | 66.3 | 84.0 |
2/28/13 | -44.6 | 198.1 |
3/31/13 | -4.3 | 152.7 |
4/30/13 | -14.3 | 142.9 |
5/31/13 | 68.1 | 85.3 |
6/30/13 | 19.1 | 54.6 |
7/31/13 | -67.4 | 157.3 |
8/31/13 | -88.9 | 170.1 |
9/30/13 | -42.7 | 155.9 |
10/31/13 | 8.0 | 92.6 |
11/30/13 | 22.4 | 90.8 |
12/31/13 | -4.7 | 119.1 |
1/31/14 | -18.8 | 106.0 |
2/28/14 | -10.3 | 123.0 |
3/31/14 | 5.4 | 137.7 |
4/30/14 | -14.9 | 126.4 |
5/31/14 | -5.9 | 119.0 |
6/30/14 | 21.5 | 108.4 |
7/31/14 | 5.8 | 108.3 |
8/31/14 | -16.4 | 141.7 |
9/30/14 | 2.7 | 121.6 |
10/31/14 | 66.3 | 129.7 |
11/30/14 | 92.2 | 153.4 |
12/31/14 | 67.5 | 153.1 |
1/31/15 | 51.6 | 240.6 |
2/28/15 | 37.4 | 176.6 |
3/31/15 | 69.1 | 131.3 |
4/30/15 | 50.5 | 112.3 |
5/31/15 | -45.4 | 195.0 |
6/30/15 | 26.2 | 166.5 |
7/31/15 | 16.3 | 191.3 |
8/31/15 | 21.8 | 163.3 |
9/30/15 | 41.0 | 187.4 |
10/31/15 | 31.1 | 132.0 |
11/30/15 | 21.6 | 141.0 |
12/31/15 | 53.4 | 136.1 |
1/31/16 | 7.8 | 184.6 |
2/29/16 | 61.3 | 142.0 |
3/31/16 | 42.7 | 155.0 |
4/30/16 | 35.9 | 129.1 |
5/31/16 | 42.7 | 129.7 |
6/30/16 | 33.9 | 136.7 |
7/31/16 | 30.5 | 161.6 |
8/31/16 | 37.0 | 156.8 |
9/30/16 | 52.9 | 133.8 |
10/31/16 | 46.9 | 132.8 |
11/30/16 | 47.3 | 140.7 |
12/31/16 | 42.1 | 147.6 |
1/31/17 | 32.1 | 154.0 |
2/28/17 | 43.4 | 141.5 |
3/31/17 | 44.1 | 141.8 |
4/30/17 | 45.1 | 130.5 |
5/31/17 | 51.0 | 152.0 |
6/30/17 | 36.2 | 141.5 |
7/31/17 | 21.3 | 165.2 |
8/31/17 | 41.3 | 159.6 |
9/30/17 | 31.5 | 159.7 |
10/31/17 | 28.1 | 153.4 |
11/30/17 | 26.4 | 154.8 |
12/31/17 | 21.9 | 147.0 |
1/31/18 | 32.0 | 147.1 |
2/28/18 | 34.2 | 140.0 |
3/31/18 | 31.9 | 130.2 |
4/30/18 | 30.8 | 139.6 |
5/31/18 | 46.2 | 119.6 |
6/30/18 | 48.6 | 120.4 |
7/31/18 | 43.5 | 131.9 |
8/31/18 | 44.0 | 129.4 |
9/30/18 | 47.8 | 134.8 |
10/31/18 | 59.2 | 126.7 |
11/30/18 | 58.8 | 124.2 |
12/31/18 | 48.4 | 144.2 |
1/31/19 | 41.8 | 144.0 |
2/28/19 | -0.3 | 190.3 |
3/31/19 | 4.2 | 173.4 |
4/30/19 | 1.6 | 182.2 |
5/31/19 | 9.0 | 177.0 |
6/30/19 | 6.6 | 187.3 |
7/31/19 | 4.4 | 190.4 |
8/31/19 | 3.5 | 198.8 |
9/30/19 | 8.4 | 186.9 |
10/31/19 | 4.4 | 182.9 |
11/30/19 | 44.3 | 159.8 |
12/31/19 | 34.8 | 160.8 |
1/31/20 | -10.2 | 178.1 |
2/29/20 | -1.5 | 205.7 |
3/31/20 | 25.9 | 188.8 |
4/30/20 | 29.8 | 174.8 |
5/31/20 | 42.4 | 164.0 |
6/30/20 | 45.2 | 158.7 |
7/31/20 | 34.9 | 166.9 |
8/31/20 | 40.7 | 165.0 |
9/30/20 | 41.4 | 160.2 |
10/31/20 | 62.1 | 149.6 |
11/30/20 | 63.9 | 136.3 |
12/31/20 | 65.7 | 133.3 |
Past performance does not guarantee or indicate future results. 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
Returns and Risk/Reward statistics presented reflect the Calamos Phineus Long/Short Composite which is an actively managed composite primarily investing in long and short positions of global publicly listed equity securities. The Composite was created September 30, 2015 calculated with an inception date of June 1, 2002 and includes all fully discretionary fee paying accounts, including those no longer with the Firm. On October 1, 2015 Calamos acquired Phineus Partners, LP which has managed the strategy since its inception in 2002.
Unmanaged index returns assume reinvestment of any and all distributions and, unlike fund returns, do not reflect fees, expenses or sales charges. Investors cannot invest directly in an index.
The MSCI World Index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of developed markets.
S&P 500 Index-Is generally considered representative of the U.S. stock market.
HFRI Equity Hedge Index consists of funds where portfolio managers maintain long and short positions in primarily equity and derivative securities.
Fees include the investment advisory fee charge by Calamos Advisors LLC. Returns greater than 12 months are annualized. Chart Data Sources: BNY Mellon Analytical Services LLC and Calamos Advisors LLC.
Average annual total return measures net investment income and capital gain or loss from portfolio investments as an annualized average. All performance shown assumes reinvestment of dividends and capital gains distributions.
Name | Calamos Phineus Long/Short Composite | MSCI World Index |
---|---|---|
Alpha | 7.24% | N/A |
Beta | 0.70 | 1.00 |
Annualized Standard Deviation | 16.53% | 15.53% |
Upside Semivariance | 17.81% | 11.11% |
Downside Semivariance | 6.12% | 9.48% |
Sharpe Ratio | 0.70 | 0.45 |
Information Ratio | 0.35 | N/A |
Sortino Ratio | 1.34 | 0.65 |
Past performance does not guarantee or indicate future results. 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
Returns and Risk/Reward statistics presented reflect the Calamos Phineus Long/Short Composite which is an actively managed composite primarily investing in long and short positions of global publicly listed equity securities. The Composite was created September 30, 2015 calculated with an inception date of June 1, 2002 and includes all fully discretionary fee paying accounts, including those no longer with the Firm. On October 1, 2015 Calamos acquired Phineus Partners, LP which has managed the strategy since its inception in 2002.
Unmanaged index returns assume reinvestment of any and all distributions and, unlike fund returns, do not reflect fees, expenses or sales charges. Investors cannot invest directly in an index.
The MSCI World Index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of developed markets.
S&P 500 Index-Is generally considered representative of the U.S. stock market.
HFRI Equity Hedge Index consists of funds where portfolio managers maintain long and short positions in primarily equity and derivative securities.
Fees include the investment advisory fee charge by Calamos Advisors LLC. Returns greater than 12 months are annualized. Chart Data Sources: BNY Mellon Analytical Services LLC and Calamos Advisors LLC.
Vehicle | Minimum | Availability |
---|---|---|
Separately Managed Accounts | $10 million | Available to new investors |
Institutional Mutual Fund (CPLIX) | $1 million | These investment offerings are intended for investors inside the United States. |
The Phineus Long Short Strategy fact sheet provides a snapshot of the investment team, strategy, performance, composition, ratings and returns.
A discussion of the Calamos Phineus Long Short Strategy’s performance versus a benchmark, positioning, related market commentary, and outlook.