CCHEX
Calamos Hedged Equity Fund
CALAMOS INVESTMENT TRUST/IL

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
10.29%
3 year
12.91%
5 year
7.30%
10 year

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

2020 onward derived from N-PORT monthly returns

Risk statistics

78 months through Jan. 31, 2026
Volatility (ann.)
6.26%
Sharpe
1.93
Sortino
4.20
Max drawdown
-16.07%
Best month
6.88%
Worst month
-5.87%
Beta vs VTSAX
0.51
Correlation
0.99

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.