Calamos Market Competition

CVSOX Fund

USD 15.09 0.01 0.07%

Calamos Market Neutral competes with Calamos Antetokounmpo, Innealta Capital, Calamos Antetokounmpo, Calamos Antetokounmpo, and Calamos Opportunistic; as well as few others. The fund is listed under Relative Value Arbitrage category and is part of Calamos family. Analyzing Calamos Market competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Calamos Market to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Calamos Market Correlation with its peers.

You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of Calamos Market competition on your existing holdings.

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Hype

Prediction

Low	Estimated	High
14.99	15.09	15.19

Details

Intrinsic

Valuation

Low	Real	High
13.76	13.86	16.60

Details

Calamos Market Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Calamos Market and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Calamos and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Calamos Market Neutral does not affect the price movement of the other competitor.

	SROIX	SROAX	SROCX	SRORX	CVAIX	CVACX	CVAAX	CVGRX	CVGCX	CVLOX
SROIX		1.0	1.0	1.0	0.89	0.89	0.89	0.84	0.84	0.94	SROIX
SROAX	1.0		1.0	1.0	0.88	0.88	0.88	0.83	0.84	0.93	SROAX
SROCX	1.0	1.0		1.0	0.86	0.87	0.87	0.82	0.82	0.93	SROCX
SRORX	1.0	1.0	1.0		0.89	0.89	0.89	0.84	0.85	0.94	SRORX
CVAIX	0.89	0.88	0.86	0.89		1.0	1.0	0.99	0.99	0.91	CVAIX
CVACX	0.89	0.88	0.87	0.89	1.0		1.0	0.98	0.99	0.91	CVACX
CVAAX	0.89	0.88	0.87	0.89	1.0	1.0		0.99	0.99	0.91	CVAAX
CVGRX	0.84	0.83	0.82	0.84	0.99	0.98	0.99		1.0	0.88	CVGRX
CVGCX	0.84	0.84	0.82	0.85	0.99	0.99	0.99	1.0		0.88	CVGCX
CVLOX	0.94	0.93	0.93	0.94	0.91	0.91	0.91	0.88	0.88		CVLOX
	SROIX	SROAX	SROCX	SRORX	CVAIX	CVACX	CVAAX	CVGRX	CVGCX	CVLOX

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Risk-Adjusted Indicators

There is a big difference between Calamos Mutual Fund performing well and Calamos Market Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Calamos Market's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SROIX	0.47	0.00	(0.07)	0.09	0.52	(0.52)	1.04	(0.94)	3.47
SROAX	0.47	0.00	(0.07)	0.08	0.51	(0.54)	1.12	(0.94)	3.48
SROCX	0.46	(0.01)	(0.08)	0.08	0.52	(0.52)	1.05	(0.87)	3.52
SRORX	0.47	0.00	(0.07)	0.09	0.51	(0.52)	1.11	(0.86)	3.47
CVAIX	0.51	0.05	0.03	0.15	0.53	(0.58)	1.00	(1.01)	4.11
CVACX	0.51	0.04	0.03	0.15	0.53	(0.58)	0.97	(1.03)	4.19
CVAAX	0.51	0.04	0.03	0.15	0.53	(0.58)	0.98	(1.02)	4.16
CVGRX	0.64	0.11	0.08	0.22	0.68	(0.67)	1.62	(1.33)	4.90
CVGCX	0.64	0.10	0.08	0.22	0.69	(0.66)	1.63	(1.26)	4.91
CVLOX	0.40	0.01	(0.06)	0.12	0.37	(0.47)	0.84	(0.83)	3.00

Unable to evaluate fundamental data of [SROIX, SROAX, SROCX, SRORX, CVAIX, CVACX, CVAAX, CVGRX, CVGCX, CVLOX] at this time. Please try again later

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Calamos Market Competitive Analysis

The better you understand Calamos Market competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Calamos Market's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Calamos Market's competition over several years is one of the best ways to analyze its investment potential.

Better Than Average

Worse Than Peers

View Performance Chart

	CVSOX	SROIX	SROAX	SROCX	SRORX	CVAIX	CVACX	CVAAX	CVGRX	CVGCX
	0.07 15.09 Calamos	0.23 13.02 Calamos	0.15 12.98 Innealta	0.16 12.84 Calamos	0.23 13.03 Calamos	0.04 24.52 Calamos	0.05 19.07 Calamos	0.04 23.46 Calamos	0.79 48.69 Calamos	0.80 17.39 Calamos
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Solid	Modest	Modest	Modest	Modest	Good	Good	Good	Good	Good
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Over Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Under Valued	Under Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Strong Sell	Strong Hold	Strong Hold	Strong Hold	Strong Hold	Buy	Buy	Buy	Strong Buy	Strong Buy
Holdings Turnover	N/A	N/A	94.0	N/A	N/A	N/A	N/A	N/A	N/A	N/A
Net Asset	13.99 B	3.83 M	3.52 M	3.83 M	3.83 M	50.87 M	45.86 M	46.1 M	1.31 B	1.31 B
Minimum Initial Investment	N/A	N/A	5 K	N/A	N/A	1000 K	N/A	N/A	N/A	N/A
Price To Book	N/A	N/A	N/A	N/A	N/A	1.94	1.75	1.73	3.94	3.94
Five Year Return	N/A	N/A	N/A	N/A	N/A	14.77	13.6	14.45	15.84	14.91
Last Dividend Paid	0.04	N/A	0.04	N/A	N/A	N/A	N/A	N/A	N/A	N/A
One Year Return	N/A	N/A	-5.14	N/A	N/A	34.81	30.82	31.87	39.61	36.55
Price To Earning	N/A	N/A	N/A	N/A	N/A	17.13	16.23	16.69	22.53	22.53
Price To Sales	N/A	N/A	N/A	N/A	N/A	1.59	1.44	1.45	2.99	2.99
Cash Position Weight	17.97	N/A	7.12	N/A	N/A	1.47	5.24	5.24	2.87	2.87
Equity Positions Weight	48.82	N/A	39.52	N/A	N/A	98.53	94.76	94.76	97.13	97.13
Three Year Return	N/A	N/A	0.4	N/A	N/A	11.09	9.09	9.91	7.73	7.5
Annual Yield	0.0213	0.0039	0.0025	N/A	0.004	2.0E-4	N/A	N/A	N/A	N/A
Bond Positions Weight	0.29	N/A	52.77	N/A	N/A	N/A	N/A	N/A	N/A	N/A
Year To Date Return	N/A	N/A	-4.14	N/A	N/A	28.87	26.89	27.77	35.87	35.33
Ten Year Return	N/A	N/A	N/A	N/A	N/A	8.38	7.3	8.1	10.76	9.94
Daily Balance Of Power	(9,223,372,036,855)	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T	(9,223,372,036,855)	(9,223,372,036,855)
Day Typical Price	15.09	13.02	12.98	12.84	13.03	24.52	19.07	23.46	48.69	17.39
Period Momentum Indicator	(0.01)	0.03	0.02	0.02	0.03	0.01	0.01	0.01	(0.39)	(0.14)
Rate Of Daily Change	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.99	0.99
Day Median Price	15.09	13.02	12.98	12.84	13.03	24.52	19.07	23.46	48.69	17.39
Price Action Indicator	(0.01)	0.015	0.01	0.01	0.015	0.005	0.005	0.005	(0.20)	(0.07)
Coefficient Of Variation	333.14	1065.97	1090.45	1142.26	1043.24	569.54	588.3	576.68	492.0	500.61
Mean Deviation	0.0735	0.4675	0.4669	0.4639	0.4663	0.5061	0.5051	0.5059	0.6423	0.6365
Jensen Alpha	0.0107	(0)	(0)	(0.01)	(0)	0.0462	0.0427	0.0448	0.1053	0.1018
Total Risk Alpha	0.0067	(0.03)	(0.03)	(0.03)	(0.03)	0.026	0.0222	0.0246	0.0622	0.059
Sortino Ratio	(0.72)	(0.07)	(0.07)	(0.08)	(0.07)	0.0317	0.027	0.0291	0.0808	0.0752
Downside Variance	0.0098	0.3651	0.3616	0.3445	0.3568	0.5393	0.5289	0.5696	1.13	1.2
Standard Deviation	0.0947	0.6	0.6026	0.5957	0.5993	0.7026	0.7045	0.7039	0.9146	0.9137
Kurtosis	1.25	1.37	1.3	1.5	1.3	2.42	2.65	2.5	1.69	1.73
Potential Upside	0.1999	1.04	1.12	1.05	1.11	0.9965	0.9683	0.9796	1.62	1.63
Treynor Ratio	0.2135	0.0859	0.0824	0.0783	0.086	0.152	0.1476	0.1502	0.2244	0.22
Maximum Drawdown	0.5371	3.47	3.48	3.52	3.47	4.11	4.19	4.16	4.9	4.91
Variance	0.009	0.36	0.3632	0.3549	0.3592	0.4937	0.4963	0.4955	0.8365	0.8348
Market Risk Adjusted Performance	0.2235	0.0959	0.0924	0.0883	0.096	0.162	0.1576	0.1602	0.2344	0.23
Risk Adjusted Performance	0.1511	0.0659	0.0645	0.0613	0.0674	0.127	0.123	0.1254	0.1494	0.1469
Skewness	0.5272	(0.32)	(0.26)	(0.27)	(0.27)	(0.09)	(0.11)	(0.09)	(0.22)	(0.24)
Semi Deviation	0.0	0.5223	0.5107	0.5188	0.5139	0.5267	0.5272	0.5327	0.6796	0.686
Information Ratio	(0.76)	(0.07)	(0.07)	(0.08)	(0.07)	0.0331	0.0279	0.0312	0.0938	0.0902
Value At Risk	(0.13)	(0.94)	(0.94)	(0.87)	(0.86)	(1.01)	(1.03)	(1.02)	(1.33)	(1.26)
Expected Short fall	(0.11)	(0.52)	(0.54)	(0.52)	(0.52)	(0.58)	(0.58)	(0.58)	(0.67)	(0.66)
Downside Deviation	0.099	0.6042	0.6013	0.5869	0.5973	0.7344	0.7272	0.7547	1.06	1.1
Semi Variance	(0.03)	0.2728	0.2608	0.2692	0.2641	0.2774	0.2779	0.2837	0.4618	0.4706

Calamos Market Competition Performance Charts

Five steps to successful analysis of Calamos Market Competition

Calamos Market's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Calamos Market Neutral in relation to its competition. Calamos Market's competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors of Calamos Market in the market, both direct and indirect, as well as new entrants and disruptive technologies.
Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Calamos Market's competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Calamos Market Neutral, and developing a strategy to address them.
Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.

Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Calamos Market position

In addition to having Calamos Market in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

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Other Information on Investing in Calamos Mutual Fund

Calamos Market financial ratios help investors to determine whether Calamos Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Calamos with respect to the benefits of owning Calamos Market security.

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