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Calamos Market Neutral Income C (CVSCX)
At close: 8:01 PM EST
Fund Summary
The fund i) invests in equities, (ii) convertible securities of U.S. companies without regard to market capitalization and (iii) employs short selling and enters into total return swaps to enhance income and hedge against market risk. The average term to maturity of the convertible securities purchased by the fund will typically range from two to ten years. It may seek to generate income from option premiums by writing (selling) options. The fund may invest without limit in high yield fixed-income securities (often referred to as "junk bonds").
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 13.03% |
| Worst 1Y Total Return | -- |
| Number of Years Up | 20 |
| Number of Years Down | 3 |
Performance & Risk
| YTD Return | 5.78% |
| 5y Average Return | 3.38% |
| Rank in Category (ytd) | 77 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.22 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| CVSCX | Category Average | CVSCX | Category Average | CVSCX | Category Average | |
| Alpha | -1.75 | 0.02 | -1.13 | 0.02 | -0.39 | 0.02 |
| BETA | 0.22 | 0 | 0.2 | 0 | 0.21 | 0 |
| Mean Annual Return | 0.23 | 0.01 | 0.28 | 0 | 0.25 | 0 |
| R-squared | 84.29 | 0.5 | 85.52 | 0.43 | 83.44 | 0.52 |
| Standard Deviation | 4.04 | 0.06 | 3.9 | 0.05 | 3.38 | 0.05 |
| Sharpe Ratio | -0.3 | 0.01 | 0.22 | 0.01 | 0.38 | 0.01 |
| Treynor Ratio | -5.91 | 0.29 | 3.79 | 0.23 | 6.02 | 0.18 |
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