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CMNIX: Calamos Market Neutral Income I (MUTUAL FUND)
Basic Info 14.79 0.01(0.07%) December 08
| Asset Class: | Market Neutral |
| MyPlanIQ Rating: | (72%) |
| Start Date: | 05/10/2000 |
| Last Dividend Date: | 09/15/2023 |
| 12-Mo. Yield | 1.60% |
| Expenses | 0.88% |
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Performance Analytics (As of 12/08/2023)
| Last 1 Week* | YTD*(2023) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Inception** | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | 0.1 | 8.5 | 8.6 | 3.1 | 3.9 | 3.7 | 4.7 | 4.0 | -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 |
| SR | NA | 2.09 | 1.75 | 0.33 | 0.57 | 0.71 | NA | 0.55 | -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 |
| DD(%) | NA | 1.2 | 1.2 | 7.5 | 8.1 | 8.1 | NA | 20.6 | 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 |
| SD(%) | NA | 2.3 | 2.5 | 3.8 | 4.4 | 3.9 | NA | 5.2 | 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 |
| TR | NA | 6.26 | -63.13 | -2.15 | 0.87 | 1.06 | NA | 1.21 | 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 | 0.02 | 0.01 | 0.01 | 0.01 | NA | 0.01 | -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 | 0.01 | 0.0 | -0.01 | 0.03 | 0.03 | NA | 0.02 | -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 |
| RS | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA | 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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/11/2000
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