CPLIX
Calamos Phineus Long/Short Fund
CALAMOS INVESTMENT TRUST/IL
Fund of funds

Average annual returns

Through 2025
1 year
9.88%
3 year
8.93%
5 year
6.60%
10 year
7.11%

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.)
7.24%
Sharpe
0.97
Sortino
1.94
Max drawdown
-14.81%
Best month
19.34%
Worst month
-8.92%
Beta vs VTSAX
0.34
Correlation
0.57

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

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