Performance
Trailing returns
| 1 day | +0.00% | ||||
| 1 week | +0.23% |
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| 4 week | +1.33% |
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| 3 month | +1.59% |
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| YTD | +2.87% |
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| 1 year | +7.12% |
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| 3 years* | +6.12% |
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| 5 years* | +3.03% |
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| *annualized | |||||
| Best 3 month return | +9.89% | |
| Worst 3 month return | -12.49% |
Morningstar statistics
Morningstar category: Market Neutral
| Return | Risk | Rating | |
| 3 years | Above Average | Above Average |
 
|
| 5 years | Average | Above Average |
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| 10 years | Average | Above Average |
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| Overall | Average | Above Average |
|
Morningstar style Learn more
| Large | |||
| Mid | |||
| Small | |||
| Value | Blend | Growth |
Key statistics
| Total assets | 2.71B | |
| Front load | 4.75% | |
| Deferred load | - | |
| Expense ratio | 1.15% | |
| Management fee | - | |
| Fund family | Calamos |
Asset allocation
| Cash | 12.42% | |
| Stocks | 34.58% | |
| Bonds | 18.87% | |
| Convertible | 29.38% | |
| Other | 4.75% |
Purchase information
| Initial | US$2,500 | |
| Additional | US$50 | |
| IRA Initial | US$500 | |
| AIP Initial | US$2,500 | |
| AIP Additional | US$50 |
12.970.00(0.00%)
May 21, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks high current income consistent with stability of principal. The fund invests (i) equities (ii) convertible securities of U.S. companies without regard to market capitalization and (iii) employs short selling 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").
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Gary Black (Started: Aug 31, 2012)
Christopher Hartman (Started: Mar 1, 2008)
Brendan Maher (Started: Jan 2, 2013)
John Calamos, Sr. (Started: Sep 4, 1990)
Gary Black (Started: Aug 31, 2012)
Christopher Hartman (Started: Mar 1, 2008)
Brendan Maher (Started: Jan 2, 2013)
John Calamos, Sr. (Started: Sep 4, 1990)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -1.84 | 0.27 | 0.63 | -0.34 | |
| Beta* | 0.35 | 0.33 | 0.36 | 0.35 | |
| Mean annual return | 0.32 | 0.39 | 0.27 | 0.32 | |
| R-squared* | 88.06 | 91.69 | 91.19 | 82.87 | |
| Standard deviation | 3.78 | 5.17 | 7.01 | 5.60 | |
| Sharpe ratio | 0.99 | 0.89 | 0.42 | 0.37 | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| SPDR Gold Shares | 4.66% | |
| Sweden(Kingdom Of) 3% | 2.00% | |
| Apple Inc (AAPL) | 1.88% | |
| Virgin Media Cv 6.5% | 1.66% | |
| Jds Uniphase Cv 1% | 1.49% | |
| Exxon Mobil Corporation (XOM) | 1.44% | |
| Virgin Media Inc (VMED) | 1.33% | |
| General Electric Co (GE) | 1.21% | |
| Johnson & Johnson (JNJ) | 1.10% | |
| Pfizer Inc (PFE) | 1.09% |