Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CVSOX (Calamos Market Neutral Income Class R6) | 3.81% | 7.41% | 7.36% | 4.87% | NA | NA | NA | 5.16% |
Data as of 07/25/2025, AR inception is 06/24/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CVSOX (Calamos Market Neutral Income Class R6) | 06/24/2020 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.13 | 7.41 | 7.36 | 4.87 | NA | NA | NA | 5.16 | 3.81 | 7.44 | 9.25 | -4.11 | 5.01 | 4.84 |
| Sharpe Ratio | NA | 1.15 | 1.23 | 0.79 | NA | NA | NA | 0.87 | 0.84 | 1.98 | 2.49 | -0.95 | 2.28 | 3.90 |
| Standard Deviation(%) | NA | 3.69 | 3.25 | 3.52 | NA | NA | NA | 3.51 | 4.58 | 1.93 | 2.27 | 5.83 | 2.18 | 2.40 |
| Draw Down(%) | NA | 2.77 | 4.14 | 7.42 | NA | NA | NA | 7.42 | 2.77 | 0.75 | 1.20 | 7.42 | 0.72 | 0.95 |
| Yield(%) | 0.00 | 1.74 | 3.21 | 2.16 | 1.09 | 0.73 | 0.55 | 2.19 | 0.19 | 2.19 | 6.16 | 1.04 | 0.54 | 0.32 |
Data as of 07/25/2025, AR inception is 06/24/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVSOX (Calamos Market Neutral Income Class R6) |
3.12%
Apr 2021 - Apr 2024 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVSOX (Calamos Market Neutral Income Class R6) |
7.63%
Jun 2022 - Jun 2025 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart