A lower-volatility global equity strategy that leverages Calamos' capital structure research by investing in equities and equity-sensitive securities of global growth companies, in order to generate consistent alpha and manage downside volatility versus the MSCI All Country World Index over a full market cycle.
|Strategy Assets*:||$1.0 B|
|Benchmark:||MSCI ACWI Index|
*Strategy Assets reflect all assets that are currently being managed (collectively) under the strategy, which may contain multiple performance composites.
|Sector||% of Assets||MSCI ACWI Index||Under/Overweight %|
|Glencore Funding LLC||Switzerland||Materials||3.5|
|Novo Nordisk, A/S||Denmark||Health Care||3.4|
|Microsoft Corp.||United States||Information Technology||2.7|
|Apple, Inc.||United States||Information Technology||2.5|
|Taiwan Semiconductor Mfg||Taiwan||Information Technology||2.4|
|CyberArk Software, Ltd.||Israel||Information Technology||2.4|
|ASML Holding, NV||Netherlands||Information Technology||2.2|
|Quanta Services, Inc.||United States||Industrials||2.0|
|Chevron Corp.||United States||Energy||2.0|
|Enphase Energy, Inc.||United States||Information Technology||1.9|
|Name||Calamos Portfolio||MSCI ACWI Index|
|Number of Holdings||96||2,879|
|Portfolio Turnover (12 months)||89.9%||N/A|
|Median Market Cap||$109.6 B||$10.9 B|
|Weighted Avg. Market Cap||$345.8 B||$273.2 B|
|CCC and below||0.0%|
|Name||1-Year||3-Year||5-Year||10-Year||Since Inception (10/96)|
|Global Opportunities (Gross)||-20.96%||7.46%||6.53%||7.45%||9.08%|
|Global Opportunities (Net)||-21.51%||6.76%||5.88%||6.70%||8.15%|
|MSCI ACWI Index||-17.96%||4.49%||5.75%||8.54%||6.82%|
|Name||Qtr ending Dec 22||2022||2021||2020||2019||2018||2017||2016||2015||2014|
|Global Opportunities (Gross)||7.27%||-20.96%||16.88%||34.34%||19.98%||-7.85%||21.42%||2.10%||2.20%||3.88%|
|Global Opportunities (Net)||7.08%||-21.51%||16.11%||33.52%||19.39%||-8.41%||20.46%||1.24%||1.43%||3.08%|
|MSCI ACWI Index||9.88%||-17.96%||19.04%||16.82%||27.30%||-8.93%||24.62%||8.48%||-1.84%||4.71%|
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 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 was created February 16, 2006, calculated with an inception date of October 1, 1996 and includes all fully discretionary fee paying accounts, including those no longer with the Firm.
Unmanaged index returns, unlike fund returns, do not reflect fees, expenses or sales charges. Investors cannot invest directly in an index.
The MSCI ACWI Index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of developed markets and emerging markets.
Fees include the investment advisory fee charge by Calamos Advisors LLC. Returns greater than 12 months are annualized. Chart Data Sources: 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 Global Opportunities Composite||MSCI ACWI Index|
|Annualized Standard Deviation||13.16%||15.90%|
|Separately Managed Accounts||$25 million||Available to new investors|
|Commingled Pool||$5 million||Available to new investors|
|Institutional Mutual Fund (CGCIX)||$1 million||These investment offerings are intended for investors inside the United States.|
The Global Opportunities Strategy fact sheet provides a snap shot of the investment team, the investment strategy, performance, composition, ratings and returns.
A discussion of the Calamos Global Opportunities Strategy’s performance versus a benchmark, positioning, related market commentary, and outlook.