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

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
6.01%
3 year
6.83%
5 year
3.72%
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.)
1.56%
Sharpe
4.02
Sortino
21.14
Max drawdown
-7.87%
Best month
3.12%
Worst month
-2.89%
Beta vs VTSAX
0.11
Correlation
0.84

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

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