Find A Portfolio/Ticker
Comparison Box
CMNIX: CALAMOS MARKET NEUTRAL INCOME FUND CLASS I (MUTUAL FUND)
Basic Info 14.95 0.01(0.07%) January 14
| Asset Class: | Market Neutral |
| MyPlanIQ Rating: | (72%) |
| Start Date: | 05/10/2000 |
| Last Dividend Date: | 09/16/2024 |
| 12-Mo. Yield | 0.90% |
| Expenses | 1.22% |
| Sign up to get fund ranking change alerts | |
Performance Analytics (As of 01/10/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 05/10/2000 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.1 | 0.1 | 6.0 | 2.5 | 3.4 | 3.7 | 3.9 | 3.6 | 4.0 | 6.3 | 5.4 | -4.2 | 5.0 | 5.4 | 6.7 | 1.8 | 4.7 | 5.0 | 1.3 | 2.2 | 6.2 | 6.0 | 2.7 | 5.2 | 14.1 | -13.1 | 6.1 | 8.7 | -1.6 | 2.2 | 3.5 | 6.9 | 8.7 | 5.3 |
| Sharpe Ratio | NA | 3.5 | -0.17 | -0.37 | 0.21 | 0.54 | NA | NA | 0.51 | -0.16 | 0.27 | -0.97 | 2.26 | 0.74 | 3.0 | 0.17 | 2.71 | 1.39 | 0.29 | 0.66 | 1.97 | 1.71 | 0.37 | 0.94 | 1.59 | -1.02 | 0.72 | 1.84 | -1.17 | 0.35 | 0.7 | 1.9 | 1.38 | 0.76 |
| Draw Down(%) | NA | 0.1 | 1.1 | 7.2 | 8.1 | 8.1 | NA | NA | 20.6 | 1.1 | 3.5 | 7.5 | 0.7 | 8.1 | 0.5 | 2.5 | 0.4 | 3.5 | 3.6 | 2.5 | 1.9 | 2.9 | 5.4 | 5.1 | 9.6 | 19.9 | 2.9 | 2.1 | 6.1 | 5.6 | 2.8 | 1.8 | 1.9 | 3.0 |
| Standard Deviation(%) | NA | 1.3 | 2.2 | 4.3 | 4.7 | 3.9 | NA | NA | 5.2 | 2.2 | 4.2 | 5.8 | 2.2 | 6.9 | 1.8 | 3.0 | 1.5 | 3.5 | 4.4 | 3.4 | 3.1 | 3.5 | 7.3 | 5.5 | 8.8 | 13.7 | 4.4 | 3.0 | 3.3 | 3.6 | 4.1 | 3.0 | 4.7 | 5.6 |
| Treynor Ratio | NA | 0.9 | -4.9 | 2.87 | 0.43 | 0.97 | NA | NA | 1.11 | -0.66 | 0.27 | 1.32 | 1.4 | 0.46 | 1.75 | 0.04 | 0.55 | -0.41 | -0.3 | 0.2 | 0.21 | -1.64 | 0.3 | 0.07 | -0.23 | -0.52 | 0.48 | 0.33 | -0.58 | 0.08 | 0.89 | 0.9 | -1.19 | 0.55 |
| Alpha | NA | 0.02 | 0.0 | -0.01 | 0.0 | 0.01 | NA | NA | 0.01 | 0.0 | 0.0 | -0.02 | 0.02 | 0.03 | 0.02 | 0.0 | 0.02 | 0.02 | 0.01 | 0.01 | 0.01 | 0.02 | 0.01 | 0.02 | 0.02 | -0.04 | 0.01 | 0.02 | -0.02 | 0.0 | 0.01 | 0.02 | 0.03 | 0.02 |
| Beta | NA | 0.05 | 0.0 | -0.01 | 0.02 | 0.02 | NA | NA | 0.02 | 0.01 | 0.04 | -0.04 | 0.04 | 0.11 | 0.03 | 0.13 | 0.07 | -0.12 | -0.04 | 0.11 | 0.29 | -0.04 | 0.09 | 0.7 | -0.61 | 0.27 | 0.07 | 0.17 | 0.07 | 0.15 | 0.03 | 0.06 | -0.05 | 0.08 |
| RSquared | NA | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.01 | 0.07 | 0.04 | 0.02 | 0.0 | 0.01 | 0.1 | 0.0 | 0.0 | 0.16 | 0.14 | 0.03 | 0.01 | 0.1 | 0.01 | 0.04 | 0.0 | 0.06 | 0.05 | 0.03 |
| Yield(%) | N/A | 0.0 | 0.9 | 1.4 | 1.2 | 2.2 | 2.4 | 2.8 | N/A | 0.9 | 2.4 | 1.0 | 0.5 | 0.9 | 1.6 | 4.9 | 3.1 | 3.0 | 2.9 | 2.3 | 3.6 | 1.5 | 1.8 | 1.6 | 2.3 | 7.3 | 4.0 | 4.5 | 7.6 | 7.1 | 3.4 | 3.0 | 3.6 | 5.7 |
| Dividend Growth(%) | N/A | -100.0 | -60.9 | 49.0 | -60.6 | -39.4 | N/A | N/A | N/A | -60.9 | 132.6 | 110.8 | -46.6 | -39.9 | -67.3 | 56.7 | 6.3 | 4.4 | 24.9 | -35.9 | 149.7 | -15.7 | 19.2 | -23.5 | -74.7 | 84.9 | -7.8 | -45.9 | 2.5 | 104.9 | 18.2 | -11.2 | -37.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/10/2000
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
|
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Market Neutral Asset Class Trend Rankings |
Top Rated Funds in Market Neutral
Best Mutual Funds
- AGEAX (THE ARBITRAGE EVENT-DRIVEN FUND CLASS A) (100%)
- ARBFX (THE ARBITRAGE FUND CLASS R) (96%)
- MERFX (THE MERGER FUND THE MERGER FUND - INVESTOR CLASS SHARES) (92%)
- GABCX (THE GABELLI ABC FUND CLASS AAA) (84%)
- VMNFX (VANGUARD MARKET NEUTRAL FUND INVESTOR SHARES) (80%)
- VMNIX (VANGUARD MARKET NEUTRAL FUND INSTITUTIONAL SHARES) (76%)
- CMNIX (CALAMOS MARKET NEUTRAL INCOME FUND CLASS I) (72%)
- ADANX (AQR DIVERSIFIED ARBITRAGE FUND CLASS N) (68%)
- JMNAX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS A) (60%)
- GADVX (THE GABELLI ABC FUND ADVISOR SHARES) (44%)
Best ETFs
* Day change on 01/14/2025.Latest Articles Related to CMNIX
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>
