CMNIX
Calamos Market Neutral Income Fund
CALAMOS INVESTMENT TRUST/IL
Fund of funds

Average annual returns

Through 2025
1 year
7.07%
3 year
7.89%
5 year
4.77%
10 year
4.75%

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

Calendar-year returns

Risk statistics

78 months through Jan. 31, 2026
Volatility (ann.)
1.56%
Sharpe
4.71
Sortino
35.44
Max drawdown
-7.16%
Best month
3.22%
Worst month
-2.86%
Beta vs VTSAX
0.11
Correlation
0.84

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

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